This applies for Android Users:
I just figured it out! So I was having the issue of whenever I switched app, or turned the screen off, it would stop private listening. Very frustrating. But it wasn't always like this, what changed? After some digging, I saw someone mention to turn on notifications so it can appear in the notification bar, and that's what works sometimes. Then I saw people mentioning that it did not work for most part, and it didnt work for me either.
That's when I realized the issue:
On newer updates to the OS, the background data saver settings closes the app. So go to your settings, search background data usage, and add roku to "never sleeping apps" list and you should be good to go!
God, this was the most frustrating thing but I finally figured it out!
Hopefully this works for all of you as well!