You can be on more than one agency's roster at the same time. It isn't exclusive, and being on a roster doesn't oblige you to accept anything.
Each agency sees only its own bookings with you. They don't see your work with other agencies, but GigSpace does know when you're already booked, and will stop a second agency booking you into the same slot.
Your act profile is shared: one profile, seen by every agency you work with. Keep it accurate for all of them.
An agency can archive you from its roster. If it does, you stop getting new offers from that agency, but bookings you've already accepted still stand and still need to be played.
To leave a roster, ask the agency.