Just started experiencing this myself.
My 7yo son has a Roku TV in his bedroom and we noticed that it's rife with advertising and things that are not suitable for a child, so we made sure it was behind the Pi-hole.
The logs for the TV were eye opening - it is CONSTANTLY phoning home to log who knows what, as well is pinging a myriad of other servers seemingly unrelated to Roku.
Anyway, my son tried to use his TV yesterday and it was on the purple recovery screen and asking for network access.
I input the connection details and selected to perform the recovery, it booted into the OS and then popped up a "finalising setup" screen that sat on 0% for a while before rebooting back into the recovery screen.
Went through this cycle a couple more times until it occurred to me that maybe it was trying to phone home rather than set anything up so disabled the Pi-hole and suddenly it's able to finish setting up - remarkable!
Turned the Pi-hole back on and was able to continue using the TV.
Fast forward to this evening and once again the TV starts up in recovery mode demanding internet access...
This time we performed a factory reset and told the TV that it's not having internet access.
This behaviour is absolutely unacceptable - Roku are insisting that I permit them to spy on my 7yo child in order for him to use the features on his television.
Needless to say, we will NEVER buy another Roku product again.