It makes sense to me and I've gone through the same thing at my mother's, but I can't remember if I ever found a solution.
I’m not even sure that there is a solution, and there should be one as long as this issue isn’t experienced/unresolved for a while.
I have the exact same issue. Once I have Alexa (Echo dot 3rd gen) interact with my Roku TV, It is as if priority focus is given to the tv. I have been trying to find a solution to this for days. I just purchased my echo dot and it is not uncommon for some in my household to give the command 'Alexa volume up' a couple times before remembering/ being reminded to include '...on Roku'. However, at that point Alexa has adjusted its volume to max and will only modify the TV volume.
《(I highly recommend whisper mode for these instances, as a volume 10 whisper is not bad)》
The only thing that I have come up with so far, that works, is to:
• Say 'Alexa, turn off roku' • Wait about 10 seconds • Use preferred wording to command Alexas volume.
I think the Roku skill may need to assume less priority over the commands, ie. Requiring that 'Roku', or the name given to the device, must be the specified target with the command