I have tried the solutions people have offered, including the one where you keep clicking "no" to the music being off and watch it try new codes (and when one of the codes fails you say yes and it says you're finished) . What has happened uniformly is that either the power button turns on and off both the Roku and the TV or it will not even turn off the Roku. It is all or nothing.
No current Roku responds to power command, the power keys on Roku remotes are strictly for Tv's.
Then why does my Roku turn off?
Some recent Rokus have the option to go into a low power state after a period of inactivity (about 20 minutes I think.) You can turn that off in settings if you don’t like it.
There have been a few times when I was trying the ways suggested in this thread to turn off the remote's ability to turn on and off the TV (it really shouldn't be that hard!) that I've pressed the button to turn things back on, and the TV comes on and indicates it isn't getting a signal from Roku. I have to manually turn Roku back on. It was off again this morning. When I get home I'll check the possibility you pointed out.
