Yep, a lanyard is the purple thing that goes around your wrist.
This seems to shed some light on the lanyard mystery: viewtopic.php?f=28&t=89586&p=504962#p504970
Except it's unclear if the actual remote in use is taken into consideration or just the player model#. (Since remotes are cross-compatible, a non-lanyard-remote can be used with player that ships with lanyard remote - and vice versa).
So there's no way to adjust the settings on the Roku device to say you do in fact have a lanyard now, to get access to those games? That's a bad setup if so.