There was no sound coming from the Roku -> TV for anything (through the TV speakers).
It was transmitting to the Roku App. I didn't try the headphone jack on the Roku remote, but would think that would have worked as well.
As part of my troubleshooting (prior to turning off the TV), I tried:
1) Restarting the ROKU
2) Unplugging the ROKU waiting 1 minute
3) Unplugging the ROKU, removing the batteries to the Remote, starting the ROKU and putting the batteries back in the Remote (thinking that maybe the remote was in private listening mode)
None of those steps resolved it.