I mostly use Prime, Netflix and Paramount+ and it seems to me that each of these remembers where I last left off. (Assuming I’m in the same account and profile on each respective service.) However, I don’t think there’s any “top level” synchronization that reminds me that the last thing I watched was in Prime.
Go to settings/home screen/what to watch and turn it on, on each Roku.
I just turned that on, started Dune 2 on max, and exited after a few minutes. At the home screen I selected what to watch, and it was the first item in the continue watching row. I turned the option on for two other Roku's and it also appeared there. It resumed from the point I left.
I assume this will only work with apps that exchange that info with Roku. I only now tried it for the first time.