You can only do it if all the devices are linked to the same Roku account. As you've seen, your subscription is only good when using The Roku Channel and that subscription is tied to your Roku account.
One of the advantages of subscribing directly with the provider instead of going through Roku is that you get login you can use on pretty much every device the provider supports.
Roku Community Streaming Expert
Help others find this answer and click "Accept as Solution."
If you appreciate my answer, maybe give me a Kudo.
I am not a Roku employee.