I have this exact problem. My Harmony universal remote works fine, but the Roku remote is constantly frustrated with the message, "Listen for your remote. Press any remote button to stop the sound." The reality is that any button pressed on the Roku remote stops the message for 1-2 seconds, then it returns, and not all button presses get acknowledged. The Harmony works fine.
I've replaced the batteries and restarted the Roku with no resolution.
The 5 button presses on home and then 5 button presses on left arrow didn't do anything for me.
Here are some of the details of my unit:
Model 4670X – Roku Ultra
Software Version 11.5.0 – build 4235-46
(I can also provide the serial # and device ID if there's a more secure way of doing this.)
Thanks in advance for any tips on how to fix this!