If you subscribed directly with Paramout+ then you'd need to cancel with them. Roku subscriptions show up as "Roku for ..." on your statement, so if it doesn't mention Roku then your subscription isn't through them. You can see any subscriptions you have through Roku by using the email address that's displayed on your Roku device under Settings->System->About to log in at https://my.roku.com.
By the way, it's possible to subscribe to a service both through Roku as well as directly through the provider and one may not know about the other.
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