There was a Hulu update a few weeks ago that would not let you exit the app via the usual Back-arrow key. You had to use the Home key on the remote to get back to the Home page directly. This was fixed with an update after a week or so. Make sure you have the latest version installed. The two Rokus I checked here are on version 6.33 build 2.
From Home screen, highlight the Hulu square and press the * key, then click "Check for update".
Roku Streaming Stick +, 3810X, Ser YH0059427035, wifi - Samsung UN55ES6100
Roku Streaming Stick, 3600X, Ser 5S56D8240827, wifi - JVC EM37T