@ae_zero
You could certainly do this with older Roku OS (pre-10.0 I believe). I wonder if your Stick received an update. The Roku devices now do both a Network and Internet test check.
On some of my devices, when I lose internet (storms and other outages), I can still access a DLNA server on the network. On others, if the internet goes out, sometimes it won't allow access to the server, and at other times it will.).
----
Other than using the same SSID on the Pi as a network that has internet (ie. connect it to your home network and let it perform the tests), then just move it to the Pi setup. As long as you don't change networks (ie. use a different SSID), the Roku device shouldn't perform another network test. (at least for awhile).
I really don't fully understand why Roku made this change, other than they really don't care about a user's ability to use the Roku device for offline viewing of content.
Roku Community Streaming Expert
Just another Roku user... I am not a Roku employee.
Insignia RokuTV, Ultra 4660, Premiere+ 3921, Express 4k+ 3941, Streambar 9102