If you are going to use active managers, it makes sense to hold them in Roth to avoid taxes on capital gain and div distributions that you otherwise are forced to pay in a taxable account.
I see the rationale for index funds, but I do think there are a few concentrated active mutual funds that are likely worth the extra cost. By holding them long-term in a Roth, you are also paying the manager to make allocation decisions for you: holding cash, buying/selling opportunistically. You obviously don't get this with an index fund.