It automatically "mutes" your TV (it doesn't really mute the TV, it just stops sending audio to the TV). In case it's not obvious, the "private listening" feature is only for things you watch via your Roku, not for just anything you watch on your TV. You can also use the official Roku app on your phone and use any kind of headphones you can connect to the phone for much the same effect. The app isn't available world-wide in case you're not in the US.
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.
