What model of roku and what model number of roku remote?
If its a newer wifi remote, just unplugging the power from the roku its paired with, will switch the roku remote to IR even for the roku commands and can be used to teach a universal remote a missing command like the back button. Once you plug the roku back in its remote is wifi again.
Once again, yes the roku remote is wifi, a type of RF, BUT if you unplug the actual Roku's power cable, the Wifi remote will switch to IR and can be used to teach universal remotes with learning feature.
This only works on Roku wifi remotes that have IR on board for the tv, so it has tv power and volume keys. The first generation of the Ulrea didn't come with remote with tv controls and so you're right that remote won't work even if the roku is unplugged. That is WHY I asked for your model number. So long for GOOD!!!