SoI have my Roku Stick+ connected to my Yamaha Receiver (and other devices) then one HDMI out to the TV. This is a typical setup in Home Theaters. It is of course disappointing you can't remap the volume controls on the Roku remote to control the receiver instead of the TV. (HDMI CEC enabled on both devices didn't make a difference.)
But here's the strange thing. I had previously used the just released recently Google Chromecast with Google TV (essentially the competitor to this Roku Stick+) While the Chromecast device's remote was smart enough to let you choose to control the volume of the receiver, the power button would turn both the TV AND the Chromecast itself off. (Why did I just get a Roku you migh wonder? - the Hulu App on Chromecast with Google TV aka Hulu for Android TV only sends 2-channel stereo audio, no 5.1 surround!)
Anyway, on this Roku, I was watching live TV with YouTube TV when I press the power button it turns the TV off but the Roku itself is still streaming because I can hear the audio stream from my receiver. Now doesn't that mean that the device is going to be eating up my Internet bandwidth even though the TV is off!? With a movie, if you forget to press stop or pause, it would stop streaming when it gets to the end. But live TV, should the power button on the Roku remote basically also stop/pause and/or return to the home screen if not turn the device off?
Do I have to remember to go back to the home screen every time I go to turn my TV off so it doesn't keep streaming whatever I'm watching?
I think Roku remotes with any power button at all are kind of new and not all of them have them, but yes - they control TVs. Rokus traditionally don't power down and instead you hit home to stop streaming. There are workarounds like plugging it in to something that powers down (Like USB ports on some TVs and AVRs, or a smart power strip) or programming some other remote to send a HOME and turn off the TV.
I use my Roku to stream audio though my AVR so to me it's a feature that it stays on when the TV goes off.
You're correct. Roku devices only shut down when the power to them is removed. This allows them to check for and install updates at any time, and avoids the need to wait for the Roku to go through its startup process every time you turn it on. The power consumed when not actively streaming is miniscule.
It is good practice to return the Roku to its home screen when you're not actively viewing anything so as not to waste your data usage. To this end you can enable the "Bandwidth saver" feature (Settings > Network > Bandwidth saver) which will ask if you're still watching when there has been no user input received in four hours and will shut down any streaming activity if it doesn't receive a response.
Roku Streaming Stick +, 3810X, Ser YH0059427035, wifi - Samsung UN55ES6100
Roku Streaming Stick, 3600X, Ser 5S56D8240827, wifi - JVC EM37T