If you want to protect your privacy, you need to use i.e Kodi on a Pi. I guess access to private (viewing) information is part of Roku's business, not really surprising. Blocking that with Pihole is definitely an option for those that prefer higher privacy, but this might also block features
But to be honest, any SmartTV, Firestick etc are doing the same data collection. This is not a specific Roku issue.
I have used Kodi for years, and I still like it because it is very flexible, but this flexibility costed me also a lot of time and nerves. Community projects are never flawless, but this counts also for commercial products to a certain extend. And with the latter you are dependent on the company to fix it, rather than doing it by yourself or by the community.
Still I have bought Roku, because the visual representation of the content ("Mediathek") is much better than on Kodi, and I must admit Roku is pretty inexpensive these days in Germany. Plus Roku adds features like Airplay, which Kodi doesn't offer. Looking at the price of Roku, I am sure that the device price is not sustainable without additional services/data collection.
