You can just press the Roku Home button to stop streaming before turning off the TV. (If you press the home button after turning the TV off, then that will stop streaming as well, but might turn your TV back on, depending on your HDMI-CEC settings on both the Roku and the TV.)
It is interesting, that over the years I have heard people say that the Roku stays on or does not stay on when the TV goes off. I don’t know if there is any catalog of which TVs in combination with which Roku models and/or OS versions behave which way.
Banned but back. Because why not?