That was not the issue. I am using the Roku remote. I was trying to use the Roku Remote/Roku CEC option to change the volume on the LG TV instead of IR, but was informed on AVSForum that LG TVs do not support CEC volume control, only passthrough of the CEC command for external sound devices.
So I am out of luck using CEC to change LG volume.
Just for clarity, the reason I need to use CEC is because I have three other TVs in the room and the LG IR volume up command is the same as the one of the other TVs home command, and the second other TVs power off command. I ended up having to block the IR receivers on both the other TVs which do work with the Roku CEC volume commands, so I could use the LG's IR volume control.
Thanks for the help.