You have to start somewhere.

The advantage of a pool is that it's an environment many are familiar with the water is warm, it's easy for the instructor to see what is going on and help to correct it. Keep in mind that a student will spend a great deal of time during roll classes with their head in or under the water so pick you venues accordingly. If you try to teach it in cold water, the moment the students head goes under they lose track of anything you told them. All they know is that the water is freezing, they can't see and it's uncomfortable. The pool permits a good environment to build that muscle memory.

Just like teaching anything, set it up for success. Do you want rolling to be perceived an easy skill that requires a bit of practice or as a difficult skill that only the strong and powerful can do? I prefer that it be perceived as an easy skill that anyone can master with a bit of practice (and should) rather than a difficult skill that only advanced paddlers have. After all, we are all just between swims.