Roku devices don't turn off - at most they go into a power saving mode. The app can only turn off the TV if the Roku device can turn off the TV and I believe some people have said that they don't even get the power button on the app. If you add the "TV Off" shortcut to your Home Screen found under Settings->Home Screen->Shortcuts (it will appear at the end of your Home Screen) does it turn off the TV?
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