That sounds like the remote is trying to link to your Roku, but the Roku isn't responding to it. Try unplugging the power to the Roku for a few seconds then plugging it back in to make it reponsive to the pairing request.
Roku Community Streaming Expert
I am not a Roku employee, only a user like you. Please, no support questions via private message -- post them publicly to the Community where others may benefit as well.
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Ultra 4800 | Streaming Stick 4K+ 3821 | TCL Roku TV 43S245/C107X