Which model Roku Stick do you have? HBO claims their channel works on any Roku device with Roku OS 9.3 and later, but I wouldn't be surprised if it has problems with older devices. I just finished watching something on my Ultra 4800 without an issue.
Sometimes channels can get corrupted, and they need to be reinstalled. I just had to do that today on my sister-in-law's Premiere with Plex. It would begin loading, then just go back to the home screen.
To do this, you need to remove the channel, reboot the Roku, then add the channel back. Do not forget the reboot step, or it was never really removed. To remove the channel, highlight the program tile on the main screen and hit the * button, then select remove channel.
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