I just looked at a handful of VPNs in the Google Play Store, and none I looked at mentioned circumventing geo-restrictions (which makes sense, as they don't want to be viewed as encouraging illegal use). They are touting better privacy using public WiFi (a very valid reason), private web surfing (which can't be done on a Roku), shield yourself from cyber attack (questionable, but a possibility) and guarding sensitive data. Other than the first item, they really don't apply to a streaming player. They are more designed for installing on Android phones and tablets. And for those devices they have some validity. But for a Fire TV device, none of those really matter, and getting around geo-locking is the only use case for a VPN on such devices.
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Discussions regarding any usage of VPNs to circumvent established regional broadcast rules or limitations are not allowed in the Community. Any topic or comment posted regarding the use of a VPN, or any circumvention of applicable limitations, will be removed at Roku's discretion.