Just FYI, here’s an initial sampling of unique trackers from the Roku as blocked by Pi-hole (representing more than a thousand attempted connections over the last 10 days):
abcnews.hb.omtrdc(dot)net
api.segment(dot)io
cloudapi.imrworldwide(dot)com
device-metrics-us-2.amazon(dot)com
disney.demdex(dot)net
insights-collector.newrelic(dot)com
pubads.g.doubleclick(dot)net
secure.insightexpressai(dot)com
securepubads.g.doubleclick(dot)net
ssp.lkqd(dot)net
sw88.go(dot)com
tpc.googlesyndication(dot)com
vid.springserve(dot)com
www.google-analytics(dot)com
There are also numerous connections (thousands) to several sites ending in “…logs.roku(dot)com” which are not blocked by default, and which I haven’t manually blocked yet.
And strangely, the Roku connects to Netflix, although I don’t have the Netflix app installed.
I don’t use very many different “channels” on the Roku - mainly Prime Video (Amazon), MHz Choice (European TV programs), myTuner (music streaming), news, and maybe one or two other random movie apps.