I wouldn't go so far as to refer to a current shortcoming as discrimination which implies it's intentional. The indidivual channels are made by different developers who probably haven't figured out how to do CC yet. The Roku system itself is capable, and I've used it on some of the commercial channels, but even on those channels not all content has CC. Perhaps your complaint is better aimed at the individual programmers of the thousands of less fortunate channels in the grid, but not at Roku itself.
I personally have been studying the technical aspects of it so I can add CC to some of my content. It's looking like I might have to author my own CC files which means I have to watch each movie, interpret what the people are saying (and get it right) and code the phrases along with their times and durations. Then the CC data probably has to be merged into an MKV file so the CC would be an option and not always visible. If you know of a database of free CC files, please point us in the right direction.