Is it worse to roll your ankle with or without shoes on during fitness class?

Both. While an appropriately selected shoe is important to prevent injury, the fact your ankle rolls while exercises indicates you might want to get this checked out with a podiatrist or orthopedist. Physical therapy or ankle support options may be needed.
Good question... I don't believe there are any studies looking at this. However, from my experience I do not believe that there is any difference in people who roll their ankles with or without shoes on. Both can lead to sprained ankles, fractured ankles, or cartilage problems.