jontalk
If/when a Voice Remote cannot connect/communicate with its paired device via WiFi Direct, it automatically falls back into IR mode for device control (except when paired to Stick models, that have no IR capability) - this is independent of any IR programmed remote mode to control the power/audio of a TV/AVR.
Depending on the Harmony model/setup it may be using IR or ECP to control the configured remote device. The Harmony remote doesnt need to control the Voice Remote, it only needs to control the Roku device (Ultra in your case) either via IR or IP (ECP - External Control Protocol for RokuOS).
Recent RokuOS firmware versions have changed the Control by mobile apps setting default to Limited which effectively disables IP (ECP) control of the Roku device - in order to restore IP (ECP) control you need to change Control by mobile apps = Enabled (this is for Harmony setups or other devices/apps that use IP (ECP) to control the Roku device - it has no impact on IR control which is always active/available for non-Stick Roku models).
FYI only Roku Voice Remotes (WiFi Direct) can be specifically paired (added) via the Add a new remote menu (its a proprietary connection/pairing protocol).