Roku Streaming Stick® (3600X, 3800X) and Streaming Stick+ (3810X, 3811X)
Roku Express (3700X, 3900X, 3930X) and Express+ (3710X, 3910X, 3931X)
Roku Premiere (3920X, 4620X) and Premiere+ (3921X, 4630X)
Roku Ultra (4640X, 4660X, 4661X, 4670X) and Roku LT (2700X)
Roku 2 (4210X)
Roku 3 (4200X, 4230X)
Roku 4 (4400X)
Non-4K Roku TV (5000X, 8000X)
4K Roku TV (6000X, 7000X, A000X, C000X, C000GB)
Roku Smart Soundbar (9100X)
I suspect you were given incomplete information. I would assume that older models not on this list will not run Directv Stream.
At this writing, this reference article has not been updated for newer Roku models in some time. The newest model listed came out in November 2021. Newer Roku models not listed here should be able to run Directv Stream.
Your Express 3941 is newer (higher model number) than any of the Express models listed.
Roku Community Streaming Expert I am not a Roku employee, only a user like you. Please, no support questions via private message -- post them publicly to the Community where others may benefit as well. If this post solves your problem please help others find this answer by clicking "Accept as Solution.".
Streaming Stick 4K+ 3821 | Streaming Stick+ 3810 | TCL Roku TV 43S245/C107X