I think it's time to flood Roku with the much-needed pressure to develop further their USB support offerings to include exfat. Come on Roku and join the 21st century already!!!
So everyone who comes across this while scratching your head as to why your exfat formatted hard drive will not connect, do note that Roku probably does not read these forum posts often at all, and in fact they probably have created this forum as a cost cutting measure to keep people confused, and keeping themselves out of the loop of having to do actual costumer service.
I have a feeling though that someone at Roku pays attention to the Roku twitter feed, so whatever you do, at least be sure to post to their twitter feed #rokupleasesupportexfat
I agree, lack of exFAT support is baffling. It is the most common format for portable media and it's over a decade old.
I just found out about Ruko Media Player to replace my Android TV and I was upset that it did not support exFat. I am planning to get Steambar Pro for another room and support exFat will allow me to used media on both devices.
This would also be useful for media creators who work between Windows and Mac. A finished project's MP4 file for viewing can be well above 4GB. I would love to bring a file on a USB SSD drive.
I bring my portable laptop and use HDMI for this reason.