DMR stands for Digital Media Renderer, unrelated to Digital Rights Management. Apparently it's a part of the Miracast spec that functions like DLNA, but Roku doesn't support it. I'm not sure how involved it would be for them to add that, but considering they have Roku Media Player, a DMP (Digital Media Player) according to the DLNA spec, I don't imagine it would be a lot different to also function as a DMR.
I found this post and the one I linked to above after experiencing the same error when trying to cast an image from my Sony A7II camera to a Roku Express. I ended up copying the photos to my phone and then using the Roku app to cast from my phone's filesystem to the Roku, but this added a 5 minute transfer step when I was just trying to quickly show some family Christmas photos.