Can you guide us through your setup? What is hooked to what and how, what are the model of your TV and receiver?
That setup is capable of sending DD+ to the AVR.
If you are direct connected to the AVR, the correct settings are Auto/Auto for Audio settings on the Roku.
Do you have Netflix or Amazon VOD, have you tried them to see if you can get DD+?
The Hulu channel on your TV is not the same as the Hulu channel on the Roku, also, the streams they pull can be different. Not sure if there is a setting wrong on Hulu. That is all under control by Hulu. If you have any surround sound local media you could try Roku Media Player channel and see that works just to see if Roku is sending DD or DD+ or even DTS to the AVR.