It's finally working with the latest Roku update on the latest Ultra (10.5.0 build 4208-c2).
I wrote a ticket with Tidal (3 months ago) in which they responded that they showed Roku the bug and that Roku agreed and would fix it in an update.
Still having this problem in 2022. Gotta go back to spotify.
@Salviprince make sure the software version of both your Roku device and the app itself is updated. Otherwise the problem will persist on your end.
~ Jordan
They are both updated I double checked. My roku TV is almost brand new too. Gonna go back to spotify 😞
Works fine now on my 6 different Roku devices (including a Roku TV) since they fixed it last January.