I'm experiencing the same issue. I often find the ROKU has rebooted overnight. It's extremely frustrating. It also happens sometimes while I'm scrolling through menus. My Roku Ultra (4660, 4661, 4662 series) has been doing this since the last firmware update.
Haven't been able to find a solution. As for the router being a possible issue, I disagree. I have been using the same Mikrotik router for a long time and only recently started having this problem on ROKU.
You can sometimes get the previous version of the firmware during the rollout of a new version from the "Secret Screen" (press Home 5 times, FF 3 times, Rewind twice). Choose "Update software" and it may offer the previous version as an update.
Roku Ultra ---Ethernet rules---
From now on if people dont upvote me and do as I say I will consider holding my breath and selling my Roku's.