Moore is what one could consider a proto-Trump, in the sense that he gained public attention by trolling the prog-left with inflammatory national culture related displays (Chief among those being his Ten Commandments memorial).
And, in anticipation of some prog-left caterwauling, a simple display of the Ten Commandments hardly qualifies as a violation of the Establishment Clause. The first and most basic reason is that the display isn’t even close to the state establishing a religious test (Indeed, how could it be, given that belief in the Ten Commandments is multi-confessional?).
A secondary reason is that, even if you believe it might be a violation, it properly belongs to the state legislature and supreme court to determine that. Historically speaking, the Establishment Clause was only ever meant to prevent the Federal government from setting a religious test nationally — how states choose to treat the issue is a matter for the state officials to sort out, in conformance to their state constitution.
And given Judge Roy’s popularity, we can safely assume that the people of Alabama had no significant objection.