That sounds like the remote is trying to link to your Roku, but the Roku isn't responding to it. Try unplugging the power to the Roku for a few seconds then plugging it back in to make it reponsive to the pairing request.
Roku Community Streaming Expert I am not a Roku employee, only a user like you. Streaming Stick 4K+ 3821 | Streaming Stick+ 3810 | TCL Roku TV 43S245/C107X | Streaming Stick 3600
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Please send me a PM with your Roku account email address, and include the serial number on the Roku device along with a summary of the issue you are experiencing. I'll be able to assist you further from there.