Nope, I'm not doing the PM's job. I'm not doing the market research or coming up with the product roadmap. I want the PM to justify to me the work they are asking me to do. I also want to have a productive conversation about the cost of what they are asking me to do (which I can articulate to some extent) and the value they expect it to return.
Involving devs after the roadmap has been decided is too late.