Be sure this is not disabled on your Roku (it may have been reset by a Roku update):
Settings > System > Advanced system settings > Control by mobile apps > Network access
You specified the EXACT path to my problem! After reviewing the 4 options, I chose "Permissive". PROBLEM SOLVED IN 15 SECONDS. TY! TY! TY!
When Roku updated their software recently, it killed my Logitech remote. I tried buying two other remotes and had the same problems. It took me 24 hours of fussing with my system to learn that you have to reset Roku setup to get third party remotes to work again. This new version contains additional settings that aren't well known. I had not yet changed/deleted/reinstalled the Watch Roku activity or the Roku device on my Harmony hubs, nor did I need to. The following change on the Roku’s solved the issue: Settings > System > Advanced System Settings > Control by Mobile apps > Network access. Change the setting to “Permissive”. I can once again control the Roku via the Harmony Hub remotes and the Harmony iPhone app. Hope the same works for you.