Keep in mind that your wife was invited to be a part of Roger's home and to be a part of Roger's family. Roger was not invited to your wife's home to be a part or your wife's family.
There is a huge difference.
Roger's girlfriend was the alpha female at the gathering. I don't think a clearer message could be sent on where your wife ranks in the family dynamic with Roger.
Now, whether it should bother you or not...yes...this is difficult. In a perfect world you would have been invited to the cookout. But you are making the first gesture toward bridging the gap between you and Roger.
Keep in mind, Roger's girlfriend doesn't have a horse in this race and it serves no benefit to her if you and Roger are kept apart. Sometimes our marital allies come from unusual places.
Although you probably don't want to attend cookouts with Roger and his girlfriend it is nice to be invited. Maybe the photo's you sent have begun to pave the way to invitations later on.