I used to work for an old school French chef who had us toast the flour for roux. We would then mix it with butter, but in nothing like the quantities that one would normally use. I asked him why we were doing this, and he held up his thumb and forefinger and shouted, "To kill the molecule!", whatever that means. This is the same guy I ran into in the cellar of the huge old house the restaurant was in, a short little guy with a very tall bonnet , who waggled a roll of toilet paper at me and roared, "Go to take a crap, no paper!"
My understanding of it, courtesy of Madeline Kammans and Auguste Escoffier, is that under heat, fat percolates through the starch cell walls, converting it into a substance capable of absorbing six times it's own weight in liquid. Or at least I used to think that. But cornstarch doesn't need fat, it depends on the starch swelling and then bursting to enmesh liquid. The fat must be there strictly to help brown the flour. And now that I think of it, we used to dissolve the roux in stock before adding it to hot stock to thicken a sauce. If you skim very carefully you can recover most of the butter in a roux and any other undissolvable matter from the flour. Escoffier predicted that the day would come when purer forms of starch other than flour would be used, but if you have ever made real old fashioned demiglace you know that shine and body can't be duplicated with arrowroot or cornstarch.
