Every single time I power on the TV and Roku Ultra, the first time I try to load a channel the screen goes black and the Ultra is unresponsive to any button on the remote. I then have to unplug / re-plug the Ultra to load anything. This happens regardless of what channel I try to load.
My guess is your problem is caused by a change introduced by Roku operating system version 10.5. It added added a new "Power" item in the "Settings > System" menu for some of the latest Roku models.
If you have a "Settings > System > Power" menu item, under "Auto power savings" see if deactivating any power saving options you find there keeps the Roku from shutting down.
I have the same problem, but I refuse to adopt the solution of disabling the Power Saver function. That would keep my Ultra fully powered up all the time. Did you folks not hear there is a climate crisis that requires conscientious people to try not to waste energy? What I want is an option that powers the Roku down completely after it's been idle for X minutes. Yes, that will make it reboot every time it is powered up, but that's a good thing. That's how my Roku express work, bbecause it's powered from the TV's USB bus. I don't mind the brief wait for it to boot, especially when compared to the wasteful work-around suggested here for what is clearly a flaw in the product.
@ledruide, the place for suggestions is:
Suggest a Feature | Roku Community | Roku
For more than a decade that setting wasn't even available and it clearly causes more trouble than the 1 Watt of savings is worth.