I have 3 Roku express units, they will no longer stay on the screensaver I have selected, continues to show the Roku default. I go into the settings and it still shows it is set on the one I chose.
The screensaver that's displayed when you pause a video may not match your selected screensaver.
The screen saver that comes up when you are sitting at the Roku home page or other menu page should be the one you set to be your Roku screensaver.
Different channel apps may handle screen savers differently. Some may honor the default you set for your Roku. Others may have their own, bring up the system default cascading purple Roku letters, or may even just go blank.