The built in media player is terrible.
You can get a cheap ultra small form factor PC off of ebay for £50-£60 (search for 6500T, you should fine plenty of Dell, Lenovo and HP, make sure it includes the power brick). They only sip about 7-10 watts of power. Install Plex or Jellyfin server on it an have it always on. The Plex and Jellyfin Roku apps work great. I prefer Jellyfin but be aware that the H265 codec is still newish and playback can be iffy; best stick to H264 encoded media.