Although the ethernet connection provides you with better security overall, it only does so if your network is configured properly. Although wireless is inherently a little weaker, you can make it very difficult for all but the most determined to gain access.
I think some of the RokuTVs have ethernet ports (Sharp used to) but manufacturer decision I guess. You can always add your own with a 10/100 but not 10/100/1000 usb-RJ45 adapter. https://www.amazon.com/UGREEN-Ethernet-Adapter-Nintendo-Chromebook/dp/B00MYT481C
If you keep getting hacked, probably best to factory reset your router, change all your network names and passwords, change your email passwords, use a password manager, run some antivirus programs on your computers if using Windows, and consider the use of a firewall and vpn.
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