@iQues
If you are using a Streaming Stick model (like you indicate below), then you cannot disable wifi-direct because it is needed for the RF Remote to connect to and communicate with your device. (hence, no option available in settings).
You can disable wifi-direct on the RokuTVs and Roku streaming players because they can respond to IR commands so can use an IR remote in place of the RF remote.
Roku Community Streaming Expert
Just another Roku user... I am not a Roku employee.
Insignia RokuTV, Ultra 4660, 4802, 4850, Premiere+ 3921, Express 4k+ 3941, Streambar 9102