The owners of those channels provide them to other systems in addition to Roku. They are continuous streams with standard commercial breaks built in where each system is able to insert its own ads if they've got them. But if a system carrying this continuous stream has no ads to insert that gap still continues, so the stream is normally supplied with a "filler" to be shown during the gap. This could be a static image, their own ads, a count down video, etc.
Roku Community Streaming Expert
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Ultra 4800 | Streaming Stick 4K+ 3821 | TCL Roku TV 43S245/C107X