@skhittle Turning off your TV with the Roku remote or the TV remote will not turn off the Roku device. To stop the Roku Express 4k+ from using internet bandwidth just hit the home button to return the Roku device to the home screen. There is really no reason that I can think of the program the remote so it will not control your TV but
If you still want to program the Roku remote so it will not control your TV go into settings on your Roku, select remotes and devices, remotes, select your remote, select setup remote for TV control. When it asks if the music stops playing and the music does stop playing, select the wrong answer. Continue to next step and hit home. By selecting the wrong answer the remote should no longer control your TV.