If "1-touch play" is enabled under Settings->System->Control other devices and the receiver supports CEC, then pressing any non-TV control button (like Home) on the Roku remote should/may turn on the receiver. The power button is strictly for the TV as are the volume buttons, but if the TV is able to control the volume of the receiver via CEC then the Roku remote should send the signal to the TV which then sends the signal to the receiver. I know you didn't ask about volume control; just trying to give the full picture about how it all works.
Caveat: my experience is with a Roku device turning on a TV when you press a button like Home on the Roku remote. I don't have any experience with a Roku device connected to a receiver.
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