I have the Roku Ultra that you can use with the earbuds to listen quietly to the TV. Problem is the messages on low battery comes up in 2 weeks and then the remote stops transmitting sound. Shortly after it stops working completely. We own other roku devices and the batteries last for months. Why does this require batteries in a week or two???? The only way it holds charge for more than 2 weeks is to unplug the device until I want to use it again??? not a solution. Roku bragged about how wonderful the Ultra is but not the case.
I assume you're using the Roku remote for private listening. That feature uses up batteries fairly quickly especially if you leave the earbuds plugged into the remote. Remove them when you're finished streaming. If you're tired of replacing batteries, the original Voice Remote Pro (not v2) is rechargeable and supports private listening. You can also use the Roku mobile app on your phone for private listening and use whatever earbuds your phone supports.
Roku Mobile App - Free for iOS® or Android™ | Roku