Why, exactly, should I put up with this?
It just doesn't make any sense to me that they went out of their way to implement a check for an RFC 1918 IP range when there's no good reason to do so, or having done that, not adding a "shut up, I know what I'm doing" button.
In any case, it's not my Roku, but my roommate's. I don't know if he'll just put up with not having the ability to talk to it from his phone, or will get fed up and return it. It does tell me that Roku thinks they know how I should manage my network, and I don't recommend devices that take that kind of paternalistic attitude.
It's appropriate what they are doing since, generally speaking, a roku shouldn't have a publicly routable IP address.