Sometimes they post something on their blog site (https://blog.roku.com/index) but that's usually for a major version update. I just checked and there is a post about 9.4, but not the incremental update to 9.4.1. I don't even see anything on the developer web site. So my guess it's just some bug fixes. In general, they don't tend to issue release notes for version updates.
Dan Roku Stick (3600), Ultra (4640), Ultra (4670), Ultra (4800), Premiere (3920), Insignia 720p Roku TV, Sharp 4K Roku TV, Nvidia Shield, Windows 10 Pro x64 running Serviio and Plex on a wired Gigabit network.