We have been able to stop the radio frequency signals without disconnecting any wires, yet. We have the Roku Ultra 4800x and here is what we did if interested.
Connect the Roku to Ethernet and this seems to stop one of the wifi signals.
If your using the voice remote which has been paired with the Roku ultra, then you must un-pair the voice remote from the ultra by removing the batteries from the voice remote, unplugging the roku ultra from the wall outlet and waiting about 5 or so seconds and plug it back in.
Now to stop the second wifi signal, use your IR only remote and disable screen mirroring and device connect. Screen mirroring can be found under setting, system. Device connect can be found under settings, system, advanced system settings. I’d also check your setting to make sure only the Ethernet is checked and not wifi.
We have an RF meter that measures 200 MHz to 8 GHz signals and they are now gone. When we aren’t watching the roku, we unplug it from the wall outlet. We have tested different scenarios for the RF signal like when plugging it back to restart the roku ultra, and after updates to see if any settings have changed, and still no RF signals so far. We will continue to monitor our roku with the RF meter to see if anything changes. This is working for us at the moment, although we cannot guarantee this will work for everyone.