I'm guessing that like a lot of things, that setting is tied to the Roku account and not the Roku device. You could always link the devices to different Roku accounts, but that has some drawbacks (like any subscription you have through Roku is also tied to the Roku account). I'd tag a moderator, but they'd probably just direct you to this:
How to use Photo Streams on your Roku® streaming device | Official Roku Support
That page doesn't really answer the question, but it certainly looks like the setting should be per device. Under your Roku account, you can only enable/disable Photo Streams, so that also makes me think the albums viewed are tied to the Roku account and not the device.
Roku Community Streaming Expert
Help others find this answer and click "Accept as Solution."
If you appreciate my answer, maybe give me a Kudo.
I am not a Roku employee.