What's the difference between a Roku 4K+ model 4941RW and a 4921RW?
There is no difference - they dont exist.
Perhaps you meant models 3940 (Express 4K) and 3941 (Roku 4K+) - the difference is the remote: the 3941 (Express 4K+) comes with a WiFi Voice remote. whereas the 3940 (Express 4K - Walmart version) does not (IR only, no voice).