I own several Roku's besides the Ultra and the ear bud /TV speakers sequence worked on all devices I tested other then the Ultra. My test included re-pairing the Enhanced voice remote with each Roku device and testing the sequence UUDDUUUDDD. It's interesting only the Ultra has had an update recently - 10/23/20 ver 9.4.0-4176, all the others have not had an update since August ver 9.3.0-4194.
Worked (Purched 10/9)
Conclusion: ear bud /TV speakers sequence has been blocked/removed on Ultra either by intent or accident with ver 9.4.0, other devices still work today but may not when update 9.4.0 is pushed to those devices
I just purchased a Roku Streaming Stick + and it was delivered/installed today (11/10/2020), I was surprised like many of you that the remote doesn't work with the speakers playing on the TV. I help care for an elderly parent and the idea was, as others mentioned, to watch TV together. The ROKU device seemed to be the perfect fit. VERY disappointed. I tried the recommended sequence everyone had mentioned it will not work. ROKU...how about a response and solution.
Yes, but have you updated the firmware of your Ultra yet? As mentioned by several others in this thread, that seems to be what’s disabling the key-sequence function which activates both speakers and earbuds…