It certainly is a little confusing as to how these Olympics are being offered by NBC. I am not sure of the subscription Channels and the content they are offering. Seems like some events are on NBC (over the air/OTA), others on Peacock, others on NBCSN (NBC Sports Network). I think some are even on USA Network. Currently gymnastics seems to be on the NBC OTA prime time.
Here is a link to NBC Olympic Streaming site that has the schedule and then another for the equestrian. May have to just mirror or cast it to your Roku or TV rather than finding a Channel inside of the Roku environment. (I normally cast from mobile device or use an HDMI cable from my laptop to my TV directly with online streams). From these links, looks like you can replay the NBC stream even after it has concluded, but maybe not the NBCSN. I don't really watch the Olympics so will probably just be shifting between the streams and OTA coverage. Appears with the below links, you need a TV provider to watch Live, but not needed to watch the Full Replay of the event. (just can't watch live, at least not for free.)
https://www.nbcolympics.com/news/how-watch-equestrian-tokyo-olympics (How to watch Equestrian)
https://www.nbcolympics.com/schedule/sport/equestrian (Equestrian Schedule)
https://www.nbcolympics.com/full-schedule (Full Olympic Schedule)
---I will try to post updates if I find alternate method, or maybe others will add in. Hope this helps a bit in the meantime. Really a shame so difficult to watch the Olympics event of your choice for free.
Edited 7/25... Looks like the above streaming links are also now asking for a TV provider to view the concluded full replays.
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