I just looked at the menu on my Insignia Roku TV, and couldn't find any such setting. Are you certain the drive isn't visible when you power up the TV? When I have left a USB drive connected to a Roku, it has always appeared as an available selection in the Roku Media Player.
Dan
Roku Stick (3600), Ultra (4640), 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.