I'm having the same problem. I need a streaming player in my RV. I expect most times I'll be in places where I won't have internet. But I don't want to online stream - I want to put in the usb drive and play videos from there. I want to use screen mirroring to watch shows saved on my phone (like vids I purchased from Amazon, and downloaded in the app for *offline* viewing). I had two separate things to do this before, and it worked for a while - but they were cheap pieces of Chinese garbage, so eventually they died. I was excited to get the Roku - a solid product that had everything I needed in one box.
I set everything up in the house with an internet connection. I bought a tiny router for my "network." Then I unplugged the router from the internet, and everything worked fine. It doesn't need internet to play local videos.
Then I put everything in the RV. Now when I power on the Roku, it gives me a "cannot connect to the internet" error. There's no way around it, even though it had the wifi password saved in it - it's just this time the router isn't connected to the internet. All it needs to do is connect to the router, give me the main screen, *then* give me a "no internet" error as if I were watching online at home and there was a power failure. Please fix this, otherwise it's just an expensive brick.
This would be the same if I wanted to use the Roku at home during a power outage to play local (usb drive or phone mirroring) files. I can hook up the generator to run the tv, but I can't get to the internet if the provider is without power. Why does it insist on an internet connection at power-up, when it clearly doesn't need one to play local files? I bought the Roku Ultra because it appeared to do all the things I need. But in reality, it fails miserably. I'll have to return it.
I looked around for a smart tv (the one in the camper is not), but came up with nothing. This is a 28" tv. I might be able to do 30". But all I can find are 24", 27", and 32". And none of the 27s have a built-in tuner (I can pick up several channels off the air). So I can't get around it that way.
My smart tvs in the house don't give me internet errors when I turn them on when the internet is down - only if I try to watch an online video. But I can still connect to my home's Plex server (I ripped all 1600 of my dvds to files for this), and stream from my phone. I can't believe the tvs are smarter than the Roku, considering Roku was around well before the functionality was integrated into tvs.