My baby is 15 weeks old. When he does tummy time, he can now roll from his stomach to his back. He sleeps in a Love to Dream or Ergo sleep bag where his arms are inside, and this seems to work for him. But is there a risk that he could now start rolling from his back to stomach during sleep? Should I have his arms out?

Red Nose recommends that all babies should have “arms free” from wrap/swaddle around 3 months of age in preparation for rolling.

Modify the wrap to meet the baby’s developmental changes, e.g. arms free once ‘startle’ reflex begins to disappear which is usually around 3 months;
(Moro or ‘startle’ reflex should have disappeared completely by 4-5 months).

It would be quite possible that your baby will soon be rolling during sleep time. The following is important.

Continue to place baby on their back to sleep.
Cease wrapping (baby needs arms out) & transfer to cot (if still in a bassinet)
Ensure cot mattress is firm, well-fitting & flat.
Ensure there is nothing loose or soft in the cot.
Preferable to use a sleeping bag now that has appropriate size neck & arm holes.

Red Nose has the following information now that your baby boy is starting to roll.

Give baby extra tummy time to play when awake and supervised as this helps baby to develop stronger neck and upper body muscles which in turn enables them to roll back over.
Make sure that baby is on a firm and well-fitting mattress that is flat (not tilted or elevated).
Make sure that baby’s face and head remains uncovered (do not use lambswool, doonas, pillows, cot bumpers or soft toys)

As babies grow and develop they become very active and learn to roll around the cot.
At this time, continue to put them on the back at the start of sleep time, but let them find their own position of comfort.
By this stage it is not necessary to wake during the night to turn baby over to the back position

Do not use any devices designed to keep baby in a particular sleep position.
https://rednose.com.au/article/what-do-we-do-now-that-a-baby-has-started-to-roll-over