“Private listening” is MUCH more via iOS Roku app (can cast audio to any device)
I found this stuck in my drafts folder:
This is probably a vastly overlooked feature since it appears to be undocumented but if you fire up iOS official Roku app then go to apps remote then hit private listening (headphone icon) you can then choose for instance any Bluetooth speaker etc you want.
I use this for example by launching Roku Media Player (back when it wasn’t freezing in middle of songs) then hit private listening and choose Bluetooth speaker and can then listen to RMP on my patio.
Roku Ultra 4660X RokuOS 10.5.0 build 4208 (was somehow downgraded from 4210 thank goodness as cleared up many issues!) Sony Bravia 55A8G TV