@GaryRoehl
If you mean the Private Listening feature continues after you turn off the TV, verify that you are pressing the Home button (to stop streaming and using bandwidth/data) before pressing the Power button to turn off the TV.
The Power and Volume buttons on a Roku remote are "TV controls". They have no effect on the Roku device.
Pressing the Home button will return you to the Home Screen which should stop all streaming and all audio.
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