Your wireless connection to the network means there is no Ethernet connection.
HDMI is the connection made between the Roku stick and the tv. It is definitely in use or you would get no audio and video.
On your Roku see if it helps to make sure Settings > System > Control other devices > 1-touch play is unchecked.
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.
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Streaming Stick 4K+ 3821 | Streaming Stick+ 3810 | TCL Roku TV 43S245/C107X