You likely are running into a file type/format incompatibility.
From https://support.roku.com/article/208755108:
Play on Roku supports the following file types:
Photos: JPG and PNG
Video: MP4 (MPEG-4 Pt 14), MOV, M4V
Music: MP3 and M4A (*DRM-protected music files, such as M4P, are not supported)
- Note:
- Only videos captured with your mobile device are supported.
- Non-standard aspect ratio videos (such as those taken with Instagram) may not be supported.
Make sure your files are either JPG or PNG, and make sure the aspect ratio (or even resolution) is a standard one.
