Have you seen their entire privacy policy?
https://docs.roku.com/published/userprivacypolicy
There's no specific mention of Backdrops, but there's one sentence that mentions photos:
6. Uploaded Files
Roku collects and may review (for example, for content moderation purposes) any files, including photos, videos or audio files, that you choose to upload or make accessible to the Roku Services.
Anything else, I'd imagine, would be covered by whatever applies to "Roku Services".
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