Just to confirm, before you turn the TV off you've stopped playback of any media on the Roku, right? If you don't stop playback it's possible the signal is triggering your TV to turn back on.
If that's not the issue, you can disable CEC control in the Roku (labeled One-touch play in the menu). You might need to disable CEC in the TV as well (Samsung calls it Anynet).
Dan
Roku Community Streaming Expert
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