When I select the remote part of the Roku app my phone stays awake is this normal
Yes, I believe that's normal. It's because some users want to use the private listening function, which requires the phone to stay active. But you should be able to use the power button to put it back to "sleep", which is really just turning the display off to conserve the battery.
Dan Roku Stick (3600), Ultra (4640), Ultra (4670), Ultra (4800), Premiere (3920), Insignia 720p Roku TV, Sharp 4K Roku TV, Nvidia Shield, Windows 10 Pro x64 running Serviio and Plex on a wired Gigabit network.