What model Roku do you have and are you using the original remote that came with it?
My old Gaming Remote that came with my Roku 3 (I think it was) had an earphone jack and a volume control that only controlled the earphone volume, but no mute button.
Today's point-anywhere remotes that come with some models or can be purchased separately include power, volume, and mute controls that control these functions of the tv.
Roku Voice Remote (Best Buy illustration)
- Roku Streaming Stick +, 3810X, Ser YH0059427035, wifi - Samsung UN55ES6100
- Roku Streaming Stick, 3600X, Ser 5S56D8240827, wifi - JVC EM37T
- TCL Roku TV 43S425/C107X, Ser X000001R60KV, wifi