Hi Dlill1996,
Greetings from the Roku Community, and thanks for letting us know!
We understand you are having a problem with your Roku smart home bulb since it turns off by itself. We're happy to help. Please try to check if the vacation mode is turned off. Vacation mode is designed to make it look like you are home when away by randomly turning your smart lights and plugs on and off. Turn vacation mode off to test if this is causing the unexpected behavior.
If a setting does not explain the behavior, determine if it happens with any of your other smart home devices. If only some devices are affected, try moving them closer to your Wi-Fi router. If all your smart home devices are affected, network instability or power fluctuations are typically to blame. Try testing to a different location, to help rule out your network and power.
You can also check out this support article here on what to do if your Roku Smart Home device does not power on or there is another power-related issue.
Hope you'll find this info useful. Let us know in case you still have any questions.
Best regards,
John