Fox News has always been available on Roku. That is nothing new. If you're referring to the ads seen on the Roku home screen, there's nothing you can do about those. That's part of Roku's revenue stream, so keep the price of the players lower.
As long as you don't install the channel, you're doing nothing to support them. It's no different that seeing a billboard on the side of the road, or the side of a bus. It's simply advertising, and you simply choose to ignore it. Just don't install the channel.
Dan
Roku Community Streaming Expert
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