The situation: Switch the Sony Bravia to the correct HDMI input (which is 4). The initial Roku screen is shown on the TV. Press any key on the Roku remote. The TV switches back to HDMI 1. I have re-paired the remote, it has fresh batteries. The remote used to work correctly. Thanks for all suggestions.
Roku 2 was notorious for screwing up CEC and ARC setups. Turn OFF the setting on the TV (HOME, then select > [External Inputs] > [HDMI Set-up] > [Control for HDMI] > [OFF) that allows other units to switch HDMI source. Make sure your Roku is fully updated, but if you want to utilize CEC or ARC you may need to start looking for a newer ROKU.