I'm not following your question. With almost all Roku players, HDMI is the only available option for audio out. There have been a handful of players that had optical out, but none of the current models do. The current Express + has analog out (red and white RCA plugs)
Ok, I believe I follow you now. Your setup will depend on both the soundbar and the TV.
Scenario 1: TV and soundbar support ARC. Connect all devices to your TV and send the audio to your soundbar via HDMI. Potential issue: your TV might not send Dolby Digital + and/or DTS from the Roku back to the soundbar.
Scenario 2: TV and/or soundbar doesn't support ARC, but the Soundbar has HDMI inputs for other devices. Connect your devices to the soundbar, and connect an optical cable from the TV to the soundbar.
Scenario 3: TV doesn't support ARC and the soundbar has no HDMI inputs. Connect your devices to the TV and use optical from the TV to the soundbar. Same potential issue as #1, and more likely to be an issue.
So the most important thing from my viewpoint is to ensure the soundbar has HDMI inputs, so you don't have to worry about any potential issues getting your Roku sound back to the soundbar. Scenario #2 should be the best solution for you. Especially since you don't need to worry about if ARC is supported.
OK, it's Friday and I get easily confused. I see what you mean about that particular image, but I believe I have an explanation. Remember that this guide is strictly for getting sound from your Roku player. The most likely purposely omitted the TV to soundbar connection as it has nothing to do with getting sound out of the Roku. I agree with you that they should have indicated an optical connection from the TV to soundbar, just for the sake of completeness, but I believe that is a reasonable explanation for their graphic.