Roku players do not have any picture adjustments available. You must use the TV adjustment menu to alter the settings. Depending on the TV, sometimes you can save the settings separately for each input, but most will use the adjustments for all connections, as well as OTA.
Depending on the video you're watching, it's possible that the dark image is the intent of the director and cinematographer. They do that sometimes for "dramatic effect". Also, if your TV is 4K I recall that many Netflix HDR videos were really on the dark side. Again, it's intentional. I no longer subscribe to Netflix, so can't speak to anything recent with their channel.
Dan 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.