I do run a pihole, but I still will never connect my roku to the internet. It is much better to have a media PC or other streaming device I have control of fully connected.
Amen. I run a PiHole, and also just use lil computers on all of my screens and download anything I watch and put it on a lil server they all can stream from! No ads, best quality!
True, but most people are buying off-the-shelf stuff and they don't have their own localized piracy-enabled libraries with a Jellyfin server.
Further, I'm pretty sure you've got to connect your Roku at least once to install player apps like Jellyfin. But maybe you don't, I'm not at all familiar with if you can sideload on a Roku.
For any streaming, Netflix, YouTube, or anything I would always use a computer. Not some awful app on a slow device. No screen of mine needs to be anything besides a screen.