The volume and mute buttons should be on the face of the remote. Every time I pick it up I either change the volume setting or mute the sound.
I used to feel the same way, but once I trained myself not to hit those buttons I came to like the buttons on the side because I can use those functions by feel without having to look at the remote.
I also have the "batteries don't last very long" problem. I remove them when not in use, which is a PITA
Remotes with power/volume/mute buttons connect to the Roku via Wifi-direct over the same wifi channel used by the Roku to connect to your home network. If you have a lot of congestion on this channel from nearby routers, there is some indication that this causes the remote to work overly hard to sort thru the conflicting signals on that channel and thus drain the batteries quickly. If you have access to your router's setup, try configuring it to use a different WiFi channel. In the 2.4 GHz band, channels 1, 6, and 11 do not overlap each other and give you the best chance at reducing congestion. Also, reducing router bandwidth from 40 to 20 kHz may also reduce interference.
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