Thats a widely spread myth. As we can see myth is even in the booksThe melting point of the compound is 235° Celsius, something one cannot reach even with Starbucks-level olive black charcoals. What actually decreases with roasting is chlorogenic acid, a specific antioxidant found in coffee beans and that some people associate with stomach issues and anecdotally claim darker roasts are better for them for this reason
I’m know nothing related to coffee bean roasting and caffeine levels, doing some reading via Wikipedia , a very enlightening read,

Coffee roasting - Wikipedia
The article states:
“Caffeine levels are not significantly affected by the level of roast. Caffeine remains stable up to 200 °C (392 °F) and completely decomposes around 285 °C (545 °F). Given that roasting temperatures do not exceed 200 °C (392 °F) for long and rarely if ever reach 285 °C (545 °F), the caffeine content of a coffee is not likely changed much by the roasting process. Despite this, and the common misconception that darker roasts will always contain more caffeine than lighter roasts, when beans are roasted they lose water and expand. As a result, when ground and measured by volume, the denser lighter roast will contain more caffeine than the darker roast.”
Now Home roasting beans, anyone here doing it?
Home roasting:
“Home roasting coffee;
Home roasting is the process of roasting small batches of green coffee beans for personal consumption. Even after the turn of the 20th century, it was more common for at-home coffee drinkers to roast their coffee in their residence than it was to buy pre-roasted coffee. Later, home roasting faded in popularity with the rise of the commercial coffee roasting companies. In recent years home roasting of coffee has seen a revival. In some cases there is an economic advantage, but primarily it is a means to achieve finer control over the quality and characteristics of the finished product.”
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