Sorry, no, it's one or the other.
When using a Roku remote that has an earphone jack, when earphones are plugged into the jack the audio feed to the TV's speakers is cut off.
Likewise, if using the Roku remote app on an Android or iOS device, turning on the remote listening function also disables the TV audio feed.
An option for simultaneous use of both the TV speakers and remote listening has often been requested but has not been implemented.
Roku Community Streaming Expert
I am not a Roku employee, only a user like you. Please, no support questions via private message -- post them publicly to the Community where others may benefit as well.
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Ultra 4800 | Streaming Stick 4K+ 3821 | TCL Roku TV 43S245/C107X