That is what specialty grains are for. Steep them for 30 minutes at 155-165, no higher before boiling and adding extract and hops.
While you can get LME and DME that achieves some of those characteristics (amber or dark for example), typically that is the job of specialty grains, with the darker ones roasted to the point that they roast out the fermentable sugars (or leave very little so, something like that is my understanding).
If you roasted the extract, I'd assume you might roast out the sugars it needs to provide the alcohol for your beer, and it sounds like it could be a messy disaster too.
Don't try to reinvent the wheel. Specialty grains are made to achieve unique profiles, extract is not meant to be much more than an easy replacement for base malt that provides the fermentable sugars and of course, the base to build flavors on.