Why do have to reset the Roku when I turn the TV off?
You shouldn't have to.
Try using the provided power adapter and plug into wall outlet rather than your TV's USB power port if currently using it.
What is your Roku model number (Settings/System/About).
If using a Roku Streaming Stick, do not press the button on the Stick. That is a reset button, not an on/off button).
I have a Express 4K+
If you are using wall power and you are having to set up (similar to new device) each time you turn on the TV and wake up the Express 4k+, then likely a failed device (flash memory issue). If under 30 days, refund. If under one year, should qualify for replacement under warranty.
https://support.roku.com/article/208757058
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If you mean "Reset", you have to Restart your Roku Express 4k+ to get it working, then maybe you just have to wake it up by pressing the Home button on your Roku remote. You can also try disabling the Power Saving feature (Settings/System/Power/Power Savings 20 min).