My question is regarding "after playback" behavior. Roku documentation https://sdkdocs.roku.com/display/sdkdoc/Deep+Linking explains what should be handled various deep linking calls, but I couldn't find any info about what should happen after a video is played through deep linking feature.
Yes, there's no need to exit after a deep linked video is played, your app can go to its main screen or another landing screen, such as suggestions for other videos.