It makes little difference what vessel you use as long as it can safely withstand the heat required for cooking. Pyrex, in place of metal for roasting is just fine.
The difference comes when it's time to make gravy or release the fond (little dark bits of roast and juices left behind in the pan after baking. In order to make gravy, a liquid, such as wine, is added to the hot pan, usually followed by flour and is placed directly on the stove burner for further cooking and thickening. You cannot do that with Pyrex!!! You cannot add any liquid to it, nor place it on the burner of a stove! The thermal shock (fast change of temperature) will shatter the Pyrex!
Most supermarkets sell disposable heavy aluminum foil roasting pans for just a few dollars. It may be worth the expense to you, as well as being easy to clean afterward - (you simply throw it away.)
One trick I learned in order to keep the disposable from burning while placed directly on the stove burner(s), is to put it on an old cookie/baking sheet first and heat that (on medium low) with the displosable pan on top. I keep an old blackened, stained cookie sheet for occasions just like that - among others.
"Food is our common ground, a universal experience." - James Beard