Be sure to review this thread: Data collected on me by ROKU
Note that Roku has been openly increasing its affinity for tracking lately. (Pick any recent article about streaming devices on arstechnica.com.) That’s in addition to any tracking that the third-party apps you use are doing.
If you haven’t already, set up Pi-hole on your network, and load the tracker-blocking filters you find appropriate.
They provide some data exploitation opt-out links in their privacy policy: Privacy - Tablo TV I would take advantage of them.
Personally, I’ve ceased to use Roku (for reasons of privacy abuse, infuriating/dark-pattern-manipulative UI, and low streaming quality), and now instead use a mini-PC connected to my TV. It runs Linux Mint, and I stream the one video service I use via LibreWolf with added privacy-protecting extensions, in glorious HD, behind a VPN connection that also incorporates DNS filtering like the Pi-hole application on my network. (I prefer to allow the VPN to bypass Pi-hole in favor of the VPN’s own DNS lookup, filtering, and randomization.)