If it's truly Dolby Digital/AC3 audio, it should be working. But if it's DD+, DTS, or any of the lossless codecs, few if any TVs support those audio codecs. And as mentioned, external sources (such as a Roku) are completely dependent on the TV being able to process the audio. Setting the audio to PCM will only work if the audio is two channel stereo, as the 4660 does not contain an encoder to convert multi-channel audio. Here is the official support page:
Many Roku players can decode Dolby Digital™ (AC3) audio. Some can also decode Dolby Digital Plus™ (E-AC3), but others cannot decode either. If you are trying to play Dolby Audio™ (AC3, E-AC3), but do not hear multi-channel surround sound, try connecting your Roku player via HDMI® or S/PDIF (optical) to a TV or A/V receiver capable of decoding Dolby Audio™. Your Roku player will pass-through the encoded Dolby Audio to the TV or A/V receiver for decoding.
Some Roku players can decode Dolby Digital Plus to HDMI and S/PDIF TOSLINK (optical). This means that content encoded with Dolby Digital Plus will be transcoded (converted) into Dolby Digital if your A/V receiver does not support Dolby Digital Plus, but does support Dolby Digital 5.1.
Now, your 4660 does not have an optical out, so you don't have that option. But in general, if you want your multi-channel audio, your best bet is to connect your Roku via HDMI to an AVR or sound bar that supports AC3, E-AC3 and DTS. If you go with a sound bar, be sure to check that it supports all of those codecs. For AVRs, I don't think you can buy a new one nowadays that doesn't support them all.
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.