Roku doesn't use a proprietary live streaming protocol or delivery method. Any CDN that is able to deliver your live stream using HLS (HTTP Live Streaming
http://tools.ietf.org/html/draft-pantos-http-live-streaming) can be integrated with your Roku channel (i.e. Akamai, Level3, EdgeCast, InterNAP, Limelight to name a few).
Due to the fact that HLS is based on small video segments delivered under regular HTTP connections, most (if not all) current CDNs are inherently capable of delivering HLS streams, as long as some minor caching variables can be configured accordingly. This is because most CDNs are capable of serving the small video segments that an HLS stream is based on, just like they can serve any other file type over a regular HTTP connection (i.e. images, CSS, HTML).
The referenced small video segments are produced by HLS segmenters (i.e. Adobe FMS, Wowza, IIS), which be operated by the CDN provider, or also hosted elsewhere. In any case, the CDN edge servers will simply treat an HLS segmenter as an HTTP origin.
Based on your original post, the point in this case might be that certain CDN providers will offer support for the process of integrating the HLS stream with your own Roku channel, while some other might just provide the raw HLS link. At the end, both options are valid for your project, although in some cases it can be important that the provider you use specifically supports the integration with your Roku channel.
If you need assistance or also if you are interested in finding out more about the different video delivery technologies, Frontlayer has a service that already integrates your own Roku channel with CDN distribution:
http://www.frontlayer.com/roku-channels--
Disclaimer: I work for Frontlayer Technologies (not affiliated in any way with Roku). Beyond our own commercial solution, hopefully this post provides useful information about technical alternatives for integrating an HLS segmenter with any CDN, even if it doesn't specifically claim to support HLS streaming.