Make sure the Roku device is linked to the correct Roku account. Check the email address that's displayed on the device under Settings->System->About and make sure that's the same account you used when you created the photo stream.
If that's not it, the only thing I can suggest is to check for updates on your Roku device (Settings-System->System->Software update) and/or restart the device (under Settings->System or Settings->System->Power).
Roku Community Streaming Expert
Help others find this answer and click "Accept as Solution."
If you appreciate my answer, maybe give me a Kudo.
I am not a Roku employee.