I have a Roku Ultra 4660RW and a Roku Streaming Stick + 3810RW (and a Roku 1). I have inserted an SD card into the Roku Ultra, so it essentially has unlimited memory whereas the Streaming Stick certainly doesn't. The devices are linked. When I add an app to one it is added to the other. But the Streaming Stick doesn't have enough room and malfunctions or dumps the app (so that it has to be restored from the network and usually reauthorized). This is very annoying behavior. Why am I even bothering to sync my devices? Is syncing supposed to authorize the app on the other device? And I still have to re-order the channels manually!!!
There's a few reasons to link Rokus to the same Roku account. One is that anything purchased through Roku is linked to the account, not the device, so it's available on every device linked to the same account.
The only way to have different channels/apps on different devices is to link them to different Roku accounts. If you don't subscribe to anything through Roku then you may as well create another Roku account and link your stick to the new account.