The Roku Streambar (9102), the Streambar Pro (9101 aka Smart Soundbar) and Onn Roku Smart Soundbar (9100) require an additional USB ethernet adapter to be connected to the device to provide ethernet capability.
How to use USB to connect your Roku® streaming device to a wired network
Re: NO Ethernet Plug on the back of my Roku Soundbar ! ? ! ? Where to plug my Cat6a ethernet cord in
To add to what @AvsGunnar said (which is all accurate), even using a wired connection it won't be as fast as using 5 GHz WiFi. Wired Roku devices only support Fast Ethernet. To my knowledge, none of the USB Ethernet adapters that work on certain Roku devices are any faster than that.
I'll provide an example. I have the Ultra 4800 (among many others), which connects to my Gigabit Ethernet. My home Internet speed is between 600-700 Mbps. When my Ultra is connected via Ethernet, the speed tests out at about 92 Mbps, which is the max Fast Ethernet will provide in real world use (it's 100 Mbps, but there's packet overhead that reduces actual thoughtput). If I switch the Ultra to the closest WiFi access point, I've measured the Roku at 210 Mbps. That's simply all the bitrate the Roku hardware is capable of. I've measured my Ultra with test video clips, and the player will start buffering at around 150 Mbps.
While I agree that I prefer having a wired connection wherever possible, you'll find that the majority of home users prefer a wireless connection for convenience. Very few homes have Ethernet cabling, although I have wired the majority of my home.
You must also consider what the Roku is designed for. It's main purpose is to stream from Internet sources, none of which offer bitrates in excess of around 25 Mbps. There's simply no reason for a faster connection on a Roku used for that purpose. If you're watching local ripped media, the only content that needs a speed in excess of 100 Mbps is a ripped UHD movie. Because of the limitations of the Roku hardware and software, a Roku is not the right choice for that content anyway. It will not bitstream any lossless audio and will not display any captions from DVDs or Blu Ray discs of any resolution. For content like that, you need a different player, such as the Nvidia Shield. But for Internet streaming, you're losing nothing with a WiFi connection.
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