The Roche limit applies when a smaller body that would be held together by its own self-gravity is in the gravitational field of another, such that the tidal forces of the latter are stronger than the self-gravity of the latter, thus destroying the smaller body.
However, the gravitational tidal forces of a black hole are always finite, except at the internal singularity. This is a problem because the self-gravity of a black hole, in the sense of the acceleration a mass would need to remain stationary on its surface, is infinite1. Thus, we shouldn't expect for a large black hole to destroy another through gravitational tidal forces.
Put another way, the Roche limit occurs when particles from the smaller body can escape them... but they can't escape the event horizon of a black hole. Thus, the black holes will either orbit or merge, which is what happens in numerical simulations.
1There is a separate concept of surface gravity of a black hole that's essentially this re-scaled by the gravitational time dilation factor, and thus kept finite.