I have 3 Rokus, 3 different models. The only change I am making is to swap out the Rokus, otherwise ALL is the same including the source streams.
Source is 5.1 surround sound, output is capable of handling surround sound and is connected via optical cable from the TV. Roku connected to TV via HDMI.
1) Roku Express 3900R - No multi channel sound detected by receiver. Audio in Roku settings is set to Dolby.
2) Roku Ultra - No multi channel sound detected by receiver. Audio in Roku settings is set to Dolby.
3) Roku 2 - 4210R - This is the only Roku I can get to emit 5.1 surround sound to the receiver. Unfortunately this model doesn't have private listening, so I can't keep it in the location I need the 5.1 surround sound.
So the setups is ROKU<HDMI>TV<OPTICAL>RECEIVER -> Speakers
DD+ does not transmit over Optical to your receiver, that is most likely the reason you do not have 5.1 (depending on source content) at the receiver. Now why the Roku2 does? I want to say I read somewhere long ago that the Roku2 converted DD+ to DD which would then pass along your chain. I could be wrong about this though.