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.
Its a good find, but this is a known "function hack" for private listening thats been mentioned many times before, though its good to get a current post reminder now and then.
Roku probably should update its documentation for private listening (and just about everything else: their documentation in general is woefully outdated).