One possible explanation is that not all USB ports on the TV provide enough power to properly operate a Roku device. While the Roku appears to be operating correctly, it may not provide enough power for the WiFi radio to operate correctly. You could test this by using the wall power adapter provided, and see if it reconnects when powered back up with it. If it does, that points at the TV's USB port not providing sufficient power.
Note that a USB 2.0 port is only required to provide 500 mA of power per specs. Your Roku probably needs more than that, but I don't know the exact amount of power they require.
There are a number of factors that may contribute to this type of behavior, ranging from your router's network settings, DHCP configuration, etc. We'd recommend contacting your ISP or router manufacturer to see if there are any settings changes that you can make that would help alleviate this issue. Also, if you are using the power adapter included with your device to power it from a wall outlet, it shouldn't lose power when you turn the TV off. Using that option may help you avoid this issue as well.
- When you say that your device won't reconnect, what exactly occurs when you visit Settings>Network>Set up connection and input your network details? Do you see any error messages?
- When this occurs, have you tried connecting your device to another wireless network to see if this is successful? (Such as a mobile hotspot)
I have the same issue, but I don't even have to power it down for it to not work, all I have to do is get the Wi-Fi disconnected, and then it won't reconnect to that same Wi-Fi neck network, my Wi-Fi went out last night, and so my roku said it was not connected, I wake up the next morning and my Wi-Fi came back, so I tried to connect to that seem network and I ran in to this problem. I tried everything short of a factory reset, and none of it worked, this is already the 2nd time I had to factory reset it