I'm having this problem too. I pause a show or movie on Netflix and it just sits on that screen for about an hour - no screensaver starts, neither the Roku one or the Netflix one. After about an hour it exits back to the episode selection screen, where the Netflix screensaver finally starts after a few minutes.
I guess if I plan on getting a new OLED TV I'm going to have to remember to exit the show or movie I'm watching every time I pause it so the screensaver will actually start... YIKES...