I am encountering this problem on both a Roku Premier and Roku Ultra (connected with ethernet).
I have other Roku devices in the house that don't seem to cause the same issue.
The device(s) that cause the issue are located next to the wireless router, could that be a contributing factor?
If you want to disable WiFi Direct, simply disable Device Connect (that's Roku's term for WiFi Direct):
Settings/System/Advanced system settings/Device connect=disabled
You wont be able to do so unless and until any/all WiFi Direct (Point Anywhere/Voice) remotes are either unpaired (either by "forget this remote" or by pairing it to another Roku, etc), or not "In Use" (by using another remote IR-only).
Unfortunately that configuration doesn't seem to stop the wireless broadcast, at least as of when I reported the issue. I've confirmed this with wifi scanners on my mobile.
The only reliable solution in the past was to disable from the secret menu, which is now not available
I have a family member with EHS and RF of any kind (WiFi, Bluetooth, or WiFi Direct) cannot be
tolerated. The only remedy for us was to teardown (at your own risk) the ethernet capable Roku
and remove the 2 or 3 antennas depending on the model. Use an IR remote and disable device
connect. No more interference with other electronic equipment or problems for those with EHS.
I have 2 different Rokus- 1 is an Ultra, and both work fine. It's too bad that the WiFi radios don't turn
off when an ethernet cable is plugged in- kind of like the old boombox when you plug in a headset;
the speakers quit blasting.
