I was in the middle of season 5 of Without a Trace; next day, it's gone from the Roku channel... wth?!?
It's a new month and a new year. Their license to air it probably expired. It's no different than broadcast/cable TV. Shows come and go as agreements expire.
Stations like The Roku Channel, Pluto, etc. don't own most of the programming they carry so they must license their programming from the owners. These licenses cover specified date ranges and specify which geographical regions are covered. The license contracts expire and unless the contract is renewed, the program must be removed.
It sounds like the contract for your show expired at the end of the year.
While this is true, Roku usually gives an advance warning when a shoe is disappearing at the end of a month. They gave no warning at all for Without A Trace. I too was on Season Five. I went to watch today, and "poof" it was gone.