Lets get rid of the first suggestion now.
I did turn off Bandwidth Saver
It still pops up every 4 hours: Are You Still Watching
Why is there not in settings a simple.
Turn on or Turn Off Are You Still Watching.
Obviously, Turning Off Bandwidth Saver does not stop it.
What channel/app are you watching? Some have their own "are you watching" notice built-in that would not be affected by the bandwidth saver setting.
Xfinity on ROKU Stick, I have no warning on my Xfinity HD Box. I used to use a modified Xfinity app on KODI, it never had Are You Still Watching either.
To me it appears, to be just ROKU doing this. I could be wrong.