Roku operating system version 10.5 added a new "Power" item in the "Settings > System" menu Roku devices released since fall 2020. At this writing they are Ultra/Ultra LT (4800/4801 /4802), Express 4K/4K+ (3940/3941), and Streaming Stick 4K/4K+ (3820/3821). The new "Auto power savings" item there will put your Roku device into a low power standby condition after a 20 minute period of inactivity, such as when your tv has been turned off for a while.
This low power condition shuts down both audio/video output to your TV and the device's wifi connection.
Pressing a Roku control key (like the Home button) on your Roku remote (not Power, Volume, or Mute buttons if your remote has them, as they act on the TV, not the Roku) should bring the Roku out of standby and back to full operation. Pulling the power for a few seconds to restart the Roku will restore full operation as well.
If you disable the "Settings > System > Power > Auto power savings > After 20 minutes of no interaction " it should prevent your Roku from going into standby in the first place. The power savings are not that great and for the hassle it causes, I don't think it's worth having this feature activated.
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Streaming Stick 4K+ 3821 | Streaming Stick+ 3810 | TCL Roku TV 43S245/C107X