To start off, we would recommend changing the HDMI cable used to connect your device to your TV aswell as try using another HDMI port on your TV. We would also recommend restarting your device after to see if that resolves your issue.
You could also try turning Volume Mode off during playback of video inside a channel by pressing the * key on your remote, look for 'Volume Mode' in the lefthand Settings menu that appears, and try changing this to off.
I have a similar problem in not receiving audio with my Roku streaming stick. I've tried using multiple ports. I've also tried pressing the * button during playback and I do not get the settings menu referenced; instead I get a box with closed caption options. With the a/v setup in my home, changing the HDMI cable into the televison is not an option. Also, while I do not get the streaming audio, I continue to get the audio from whatever channel the TV was on when I switched the source over to the HDMI port where the Roku is plugged in.