A "Power" item has been added in the "Settings > System" menu for some of the newer Roku device models:
Streaming Stick 4K/4K+ (3820/3821)
Express 4K/4K+ (3940/3941)
Roku 4 (4400)
Ultra/Ultra LT (4800/4801)
.. and likely any newer devices than these
You can check your model and model number via Roku menu path Settings/System/About.
If you have one of these models, the new "Auto power savings" item in the Power menu will put your Roku device into a low power standby condition after a 20 minute period of inactivity (i.e nothing has been streaming and no user interaction has been received). In this low power state neither its connection to your home network nor its HDMI connection to your TV are active. If your TV was off and you turn it back on while the Roku is in this state, this often leads to a "no connection" error display on the TV, and on some TVs can lead to HDCP copy protection errors and other connection problems when the HDMI connection is reestablished.
Pressing a Roku control key (like the Home button) on your Roku remote (not Power, Volume, or Mute buttons, if your remote has them, as they act on the TV, not the Roku) should bring the Roku out of standby and back to full operation. Pulling the power for a few seconds to restart the Roku will restore full operation as well.
If you disable "Settings > System > Power > Auto power savings > After 20 minutes of no interaction" it should prevent your Roku from going into standby in the first place. The power savings are very small and for the hassle it causes many users, I don't think it's worth having this feature activated.
For further details, see this Roku information page: https://support.roku.com/article/6306527767575
Roku Community Streaming Expert
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Ultra 4800 | Streaming Stick 4K+ 3821 | TCL Roku TV 43S245/C107X