I agree and find it amazing that there isn't this feature in advanced settings.
I have hoped that this would come through in an update but I'm now replacing all my Roku's with fire sticks because they have that feature.
Now that I dropped cable I have streamers on every TV and if Roku doesn't adapt then we will all be running Firesticks.
Here's hoping one of the developers realizes and fixes this missing feature in his or her lunch hour. It can't be that hard !!