How are people managing to appear offline on roblox?

set 'who can join me in experiences' to no one as well, otherwise people can still follow you into games.

it's in settings, privacy tab. there's a visibility section with a setting for who can see that you're online, set it to no one. on an under-13 account a parent may have to change it through parental controls instead. friends can still see you in a game if they join the same server, it just stops the green dot.