If I understand your question, it sounds like you have connected your Roku power cable to a USB port on the TV, and that port does not retain power when the TV is off. Some TVs have a menu option to keep power on the USB port at all times, but the best thing to do is to connect it directly to a powered wall outlet and not power it from the TV.
Dan
Roku Community Streaming Expert
Help others find this answer and click "Accept as Solution."
If you appreciate my answer, maybe give me a Kudo.
I am not a Roku employee, just another user.