Hi, @kswanson.
Greetings from the Roku Community!
Thanks for reaching us about this. We're here to inform.
You need to allow the location to set up your smart bulb. Since it needed to scan the surroundings to locate the bulb.
Furthermore, you may visit this support article on how to set up your Roku Smart Bulb SE
If there's anything else we can do to assist you, please let us know. We're always willing to help.
Thanks,
The Roku Community Team
Reynan L.
Roku Community Moderator