To to OP- how do you have the Roku hooked up? To a TV? To a home theatre system? What kind of cables? Sometimes that makes a difference.
But what I'm experiencing is different because the sound volume inconsistency is from within the same content provider, in this case Netflix, and from within the same show. Just to reiterate using an example, if I were watching a war movie, the conversations would be low but the sounds of bombs and gunfire would be at normal levels. So, if I were to have the TV volume high to hear the conversations, the sounds of bombs and gunfire would get very very loud.
I have that issue as well with Netflix - Sci-fi action shows have dialogue I have to turn up to hear at all, then I'm knocked across the room by the action sequences. That said, I had that same issue with my last few cable boxes, both on my current TV and others. I've always assumed shows are produced that way on purpose.