schs1977-
I'm sure all models in the current Roku product line will run the current Roku version of any channel app.
Here's what DirecTV says are the Roku models it supports. (List is current as of Sept 8, 2023 version of article - See Source link for any updates.)
Source: https://www.directv.com/support/satellite/article/KM1044852
Roku Streaming Stick® (3600X, 3800X) and Streaming Stick+ (3810X, 3811X)
Roku Express (3700X, 3900X, 3930X) and Express+ (3710X, 3910X, 3931X)
Roku Premiere (3920X, 4620X) and Premiere+ (3921X, 4630X)
Roku Ultra (4640X, 4660X, 4661X, 4670X) and Roku LT (2700X)
Roku 2 (4210X)
Roku 3 (4200X, 4230X)
Roku 4 (4400X)
Non-4K Roku TV (5000X, 8000X)
4K Roku TV (6000X, 7000X, A000X, C000X, C000GB)
Roku Smart Soundbar (9100X)
I suspect you were given incomplete information. I would assume that older models not on this list will not run Directv Stream.
At this writing, this reference article has not been updated for newer Roku models in some time. The newest model listed came out in November 2021. Newer Roku models not listed here should be able to run Directv Stream.
Your Express 3941 is newer (higher model number) than any of the Express models listed.