I've got a Roku Ultra 4640, connected to ethernet. We have someone in the house sensitive to wi-fi, so I'm using it with an old infrared remote and the "device connect" set to disabled. Which with a meter I'm able to confirm that the wi-fi is indeed actually off.
However, during at least 3 Roku software updates this month, I have found that the wi-fi has turned itself back on. Even though the device connect is still set to disable. My solution to this is that I toggle the device connect back to Enable and then back to Disable. And that brings things back to the way they should have been all along.
But it would certainly be better if the auto software updates didn't break this.
My new solution is just to leave the Roku unplugged except when I want to use it, and manually checking for software updates and doing the disable/enable workaround, with a meter next to it to confirm. Which is a hassle. Compared to the Sony TV I have, where wi-fi "off" means "off", and it doesn't just randomly turn back on.