As Strega pointed out, that is not the main purpose of the device. Not to say that Roku would never do it, but that would require some expensive cloud infrastructure and/or hardware upgrades. As some providers have found out, such as Spectrum, that is a big investment that if you don't do right, ends up with major problems and major complaints.
Some providers have cloud recording services, Spectrum, Comcast and others that you can get as part of a subscription or as Strega mentioned there are apps and devices that can do that, although some work better than others. Whether Roku will do that or not in the future, with the amount of competition in that realm, I cannot say.
