What model Roku do you have? There's a couple that support pairing with Bluetooth headphones or speakers, and it might have detected such a device that had activated its pairing mode and your Roku picked it up. Bluetooth has a range of about 30 feet or so, so it's possible it received the pairing signal through a wall from somewhere else. The only Roku I have near me at the moment doesn't support BT, so I can't check the menu to see if you can disable listening for a BT pair request.
Dan
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