The Ultra 4800 does not up-convert anything to Atmos. If your AVR is indicating DD+/Atmos, that's what you're getting from the provider. I watched Godzilla vs. King Kong last night on Max, and did get Atmos, along with Dolby Vision with my 4800.
It's possible that your Ultra didn't HDMI handshake correctly when it powered up. Roku players are designed to remain powered up at all times, and if the power on sequence your equipment uses isn't something that either your AVR or your Roku likes, it might not link up correctly. But I've never had any issues with getting the correct audio and video from either my Rokus or my Shield players, both connected to Yamaha AVRs, most likely because they are always "on".