Yep, it's an Amazon issue, not Roku. For some unexplained reason Amazon has removed HDR access from all Roku players, including the TVs. We need to complain to Amazon.
One possible reason is that Amazon is reportedly switching their content to HDR+, which Roku players do not support. I thought the HDR+ was backwards compatible with HDR players, but they may have discovered a problem with it and rather than fix the problem they just disabled all HDR for us. Of course, that's just conjecture.