Learn English – “From the study of… something” vs “By studying something”

You've got your finger on what's wrong with S1:

"on the ground from the roof".

That makes no sense. One falls from the roof to the ground or from the roof onto the ground. One cannot fall from the roof on the ground unless the roof is at ground level. This is a lexical & semantic problem.

So you can say, in addition to your S2,

"He falls from the roof of the house (on)to the ground".

I'd use "to the ground".

The word 'then' has many meanings. In some of its meanings, it is perfectly grammatical at the end of a sentence.

For instance, from definition 3.b from the Merriam-Webster online dictionary (here)

3.b: according to that : as may be inferred. 'your mind is made up, then?'

Another example is using this meaning (here):

1: At that time. 'Come at noon; I'll be ready then.'

The Macmillan dictionary describes the meaning of the OP's question directly:

3.b: As a result. (SPOKEN, used at the end of a question when you think something must be true because of what has just been said.)

"We went to the same school." "You're old friends then?"

You're not angry with me, then?

This last one was the meaning of 'then' in the OP's post.

Person C means "As a result of what you just told me, I conclude that 'you both are really lucky'."