This has happened a number of times recently and nothing I try with the remote will stop it from shutting down after a 3 minute on screen warning. This has occurred not long after I activate the device not because it is left on for a long time with no activity.
What exactly does the message say? I'd be willing to bet it's coming from your TV and has nothing to do with the Express. Roku devices don't shut off. Some have a power saving mode; yours may or may not.