As to why it happened, it's not the fault of your Roku. It gathers its time zone location based on where your public IP address registers as. Many ISPs do not have their Internet gateway located where you are located. My employer (the US Government) has a single Internet gateway for the entire country. I get all kinds of web ads wanting to make me shop in Oklahoma City, and I'm in the Seattle area. Your ISP probably moved their gateway, or perhaps a local one was taken offline for some reason and you were routed to a different one. The suggestion from @StreamerUser tells the Roku to ignore the public info and to use the internet setting.
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