I can't answer why they don't support SMB, although I will say that even though my Shield supports SMB, it has a terrible time connecting to one of my media servers, while the other is no problem. I also had an older Panasonic Blu Ray player that supported SMB, and it too was a pain to get connected. I have found that DLNA just works so much easier.
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I agree with you about the lack of detail in the error messages. Dale has retired, so RokuChris has control of RMP now. He would be the best person to contact about improving the error messages. As to Internet access, I was under the impression that once a box was set up, RMP would work if the Internet connection was lost. Of course, you still need your internal network functioning with DHCP and DNS, but as long as your Internet router itself is still up those should be OK. If you have some computer chops you can always set up your own internal DNS and DHCP servers, but it does require some knowledge of networking and routing.
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Yep, Roku was designed from the git go to be an Internet streaming device. The same can be said for the Amazon Fire TV, and many of the low cost Android boxes available on the market. Even the Shield has that as it's core function, although it is advanced enough that you can enter a static IP address, and of course plays media from an attached hard drive without issue, regardless of network connection. But then, it's almost $200, while Roku players run from $30-100.
Dan
Roku Stick (3600), Ultra (4640), Ultra (4670), Ultra (4800), Premiere (3920), Insignia 720p Roku TV, Sharp 4K Roku TV, Nvidia Shield, Windows 10 Pro x64 running Serviio and Plex on a wired Gigabit network.