My baby is 9 weeks old and tends to roll slightly to one side when in his Love to Dream Swaddle (arms inside swaddle) due to the newborn scrunch reflex. Should I be using a swaddle that allows his arms to be free because of this? He isn’t rolling over yet.

Most babies will be rolling over by 4- 5 months. Some  earlier, some later.
This is very normal as babies grow & become stronger.
Many babies then prefer to sleep on their side or tummy.
This is not something that needs to be stopped. It is important to make the “new” environment as safe as possible.
https://rednose.org.au/article/what-do-we-do-now-that-a-baby-has-started-to-roll-over 

Red Nose does not approve specific brand name products but recommends using cotton or muslin wrap/swaddle “free of any zips, velcro or buttons” for baby.
“Red Nose does not recommend the use of swaddle bags when baby’s arms are enclosed as an alternative” to a traditional swaddle.
https://rednose.org.au/article/safe-wrapping-or-swaddling-when-to-stop-and-how-to-select-a-safe-sleep-bag

Some babies do not respond well to swaddling as they like to be able to touch their face &/or suck on their fingers.  
In an effort to do this by wriggling & squirming, they sometimes end up accidentally rolling over to their side.
Many of these babies also get their arms out in attempt to “be free”
It can help to no longer swaddle baby with arms in or else stop altogether.
You can also try wrapping baby (using a cotton or muslin wrap, with arms out for 3+ month old.
This can also be helpful if you not sure if baby is attempting to roll.