In answer to your last question, yes you can attach a Roku device to a Roku TV. It's no different than attaching something like a Blu-ray player. You have to use the TV's remote to select the proper input and then use the device's remote to control the Roku.
However, I'd have to agree with @DBDukes . I'd be surprised if there were any Roku TVs that don't support MLB.tv. None of them are on Roku's no longer supported list.
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