Roku didn't take the wired option from the Express 4k/4k+. The MAC address of 00:00:00... just indicates that there is a loss of recognition of the MAC address from the ethernet adapter either at the Roku or at the router. Without this recognition at the router, ethernet capability won't work.
Try unplugging the ethernet adapter and restarting both the router and the Roku device. Then reinsert the ethernet adapter and see if you now have a MAC address. Additionally, try unplugging/reinserting ethernet cable and perhaps trying another LAN port on the router.
If you still don't have a MAC address, try using the ethernet adapter on a laptop or your computer and see if this device sees it and recognizes a MAC address. (Often times, the adapter has its MAC printed on the adapter so you can compare these numbers).
Since this is an external ethernet adapter, could also be that it has simply failed. If it is a software driver version capable ethernet adapter, see if you either spoof or assign it a new MAC address and then try again with the Roku and your other devices (laptop/computer).
It could be that the Roku 10.5 update caused an issue, but have to rule out the physical troubleshooting above first.
Feel free to post back with an update with the model number of the ethernet adapter.
Roku Community Streaming Expert Just another Roku user... I am not a Roku employee. Insignia RokuTV, Ultra 4660x, Premiere+ 3921, Express 4k+ 3941