Not everyone. I've not experienced any such issue.
Perhaps your Roku device is going to sleep. Some Roku devices have a setting under Settings > Power that allow you to let it go to sleep. This could be happening. Remember, the power button on a Roku device doesn't control the Roku device. Roku itself doesn't power off and on, but will go to sleep if those new power settings (if they're on your model) tell it to. The power button is for the TV, as are the volume buttons on the Roku remote.
Check and see if the power settings exist, and if they're set to have it go to sleep.
Roku Community Streaming Expert
Note: I am not a Roku employee.
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