I suspect the cable box for the hotel system doesn't control volume by controlling the TV's volume setting but by controlling the volume of the output it sends to the TV. That would explain the hotel-supplied remote not controlling the volume when not watching the hotel system.
On such systems the hotel often removes the TV's original remote as this simplifies things for most guests.
If you can't get your Roku to control the TV volume, maybe the front desk can supply you with a Samsung remote you can use.
Also, explore that single button on the Samsung. On my living room Samsung it can be pressed, but also moved in 4 directions to access and manipulate menus.
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