When the pH is controlled properly, I don't find that mashing all the grains together contributes to harshness or astringency. However if the mashing water doesn't have enough alkalinity to keep the mash pH from dropping too far, that is when reserving the roast and crystal malts can be helpful. Just remember that this reserve technique only solves part of the problem and there can still be other problems that affect the beer and its flavor. Beer styles where the reserve technique works well include Irish dry stout, Schwartzbier, and Munich Dunkel. The technique does not work well for most porters or stouts where smoothness in the roast flavor is desired.
PS: If you mashing water has way too much alkalinity, then all bets are off and it really doesn't matter what you do. Your beer is not going to be as good as you want it to be.