No, there isnt - however, you could/should rename all the devices putting the location (or abbreviation/code) thereof in the name of the device, thus making it much easier to identify each one (especially when their are multiple identical models at one location).
E.g. "3810 - Beach - Living Room" or "4800 - Home - Master Bedroom"
You can also add custom location names, but there is no way to sort/list by location when managing linked devices at https://my.roku.com/account
You can always suggest such a feature to Roku, though the chances of them implementing it are near zero: https://community.roku.com/t5/Suggest-a-Feature/bd-p/Wishlist
