I can't think of any security reason to disable the WiFi radio on a Roku. About the worst someone could do is send random remote signals to mess with your mind. They might be able to listen to the audio being sent to a remote that supports wireless listening, but that would seem rather boring.
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The only other reason I can think of is to reduce the RF being broadcast in their home. Considering there are so many other wireless sources, my personal opinion is it's not worth the effort.
Dan
Roku Stick (3600), Ultra (4640), Ultra (4670), Ultra (4800), Premiere (3920), Insignia 720p Roku TV, Sharp 4K Roku TV, Nvidia Shield, Windows 10 Pro x64 running Serviio and Plex on a wired Gigabit network.