First of RokuTannerD hits the nail on the head. Read their message first, if you want to read my deeper dive before finding RokuTannerD's comment, read on.
Read on for details.
At first, I wasn't sure because again, I know how Netflix works across everything else, including old laptops and my Apple TV 2 which is older than every Roku device I have. Netflix on those devices does surround just fine but not on the Roku.
I have a 6 channel receiver that can receive analog, digital optical and digital co-ax for DD and DTS. It cannot do DD+ or DTS+/DTS-HD/True or anything past a 6 channel (i.e. 5.1) setup.
The receiver goes through a 4k HDMI audio extractor that allows me to use LPCM or Bitstream, I can also just send audio through to my TV.
Netflix changed something actually as DD / DTS was fine a while ago on Roku. The specifics I don't know.
I have the following devices going through a switch, to the extractor, to the receiver and TV.
Basically:
PS3 ----\ /----- TV
PS4 -----\ /
X360 ---( HDMI Switch ) ---> HDMI extractor ----
Switch --/ \
XB1X ---/ \----- Receiver (optical and analog)
The X360 is the only device that is limited to Dolby Digital. All the others can do LPCM, Dolby Digital and or DTS. I default them all to LPCM as that's what the Switch does anyway and I only have to change the input for the XBOX 360.
Regardless the XBOX 360 handles 5.1 off of applications, games, etc just fine. Now if I send the Roku direct to the TV (which can do optical and will pass through Dolby Digital) or through the HDMI switch, it doesn't work for Netflix and or VuDu and various other apps.
Now with the Apple TV 2, it again works. So then I used the Roku and used their own Roku app and had Dolby Digital / DTS pass through just fine. That said, the Roku auto-detected and is sending DD / DTS just fine, so what's the issue?
Long story short, the developers of the apps on the Roku made their choice as to which format to work with. The app devs may do their own downconversion or they may leave it to the device. Basically if you have 5.1, unfortunately there are many applications which just won't do 5.1 / 6ch surround and I believe the older Roku's don't have the chops to decode and or downconvert it to any other output format. No DD/DTS/6ch LPCM, so yeah, you can probably find a converter or get a new receiver. A receiver not being cost-effective obviously.
So if you really want surround, you won't get it with a Roku streaming device for many famous apps. You would be better of finding a PS3, PS4, XBOX One, or XBOX 360 for cheap. They are going to use a lot more power than a Roku so not as energy efficient but it'll work and it'll probably consume less juice than a new AVR that drives two more speakers and possibly an additional subwoofer.
Ultimately I'm upset with Netflix, Vudu, etc. How many people are rocking DD+ / DTS+,DTS-HD, etc etc setups that they made that the default without a downconversion option?! Like the app should know, "Hey, this Roku is set for DD, DTS, let's down convert then send, it's less data for us to send too, win-win". Nope, they say, "We're sending DD+ bro!"
So gotta ask as I do love my Roku devices and buy them for others, the UI is perfect ... Roku, any plans of having a more beefy player that could perhaps determine what to output such as DD, DTS, LPCM even? The HDMI spec can handle all of those and I know the XB1, PS3 and PS4 all convert whatever they can to LPCM as that's my preference the downstream receiver can handle whatever you're sending but increasing the options helps a lot environmentally, economically, and your profits :-)