Like he said, maybe. Yes, the Roku remote will control the AVR volume via CEC. I have no issues controlling my Yamaha AVRs that way. However, that's about the limit of what you can do with the Roku remote. If the TV and AVR are set to different inputs (say you're watching broadcast TV), then hitting the Home button on the Roku remote will cause the TV and AVR to change to the correct inputs to show the Roku on the TV. But that's it. You can't control the TV or the AVR in any other way. I believe the latest version of the Ultra has a power button on the remote, so you should be able to turn the system off with it. But you can't change TV channels or input, nor change any setting on the AVR other than volume. The Roku remote just isn't designed for that. If you want a true single remote experience, then something from the Harmony line might work for you.
Dan Roku Stick (3600), Ultra (4640), Premiere (3920), Insignia 720p Roku TV, Sharp 4K Roku TV, Nvidia Shield, Windows 10 Pro x64 running Serviio and Plex on a wired Gigabit network.