It's obviously been a while since I went through the setup process, as I don't recall it asking for a TV provider.
I suspect the only thing it does is suggest apps to download, but I'll defer to others insofar as what other impact answering that question may entail.
What issues are you having? Do the apps themselves list the wrong provider? If so, simply sign out of that provider and enter the information about the right one.
If you are stuck in the setup because of the selection, simply do a factory reset of the device. Find the reset button/pinhole (depending on your Roku device; you didn't say which model number you have) and press for no less than 30 seconds. Then do setup from the beginning.
And I may be wrong about this, but I think it's only for setting up initial apps, and doesn't really matter in the long run. I never provided any provider (I don't have one), and wasn't even asked, and my Roku device work just fine.
DBDukes Roku Community Streaming Expert Note: I am not a Roku employee.
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