After ~18 months of use, I'm having the same problem with my Roku Express (3930, 3931 series) . Happened on YouTube and on Plex so far. I'm watching a video when all of a sudden it stops and loads the home screen.
@Rokkuexpresso, the first question to ask is how you're powering the Express. If you're using the TV's USB port try the supplied power adapter or one from a phone/tablet that can supply at least 1 Amp.
Exiting to the Home Screen can also occur if the channel/app crashes because of a bug. I don't necessarily think that's what's happening in the middle of watching a video, but you never know.