DLNA works fine on all of my Roku devices, which all now have 9.1. I don't use PlayOn, but my DLNA server works just fine. Are you using the Roku Media Player as your playback app, or something else? I don't accept the answer PlayOn provided you.
Dan
Roku Stick (3600), Ultra (4640), Ultra (4670), Ultra (4800), 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.