It looks like they're reusing file names in that playlist. The content of the files changes every minute. I don't know if that meets the HLS spec, but somehow I doubt it. I'm surprised VLC plays it. If you really, really wanted to play it on a Roku, I suppose you could process the playlist and download the segments to tmp: while renumbering the segments and recreating the playlist on tmp:, but it would be a lot of work fraught with potential problems. Is it really worth it? You'd probably have better luck trying to get the producer of the stream to fix his encoding.
On the other hand, if the playlist really is valid under the HLS spec, then I guess you've uncovered a bug on the Roku. Something tells me it wouldn't be a high priority to fix. 😄
-JT