I have an LG Smart TV that I had my wireless bluetooth speaker connected to so I could listen without bothering others in the house. I have recently installed the Roku Express 4K unit on this TV--really like the minimalized remote (as compared to the smart tv remote) and it seems everything is good---except I cannot connect the roku to my wireless speaker....WHY?????? If I can please explain how, I have searched everything I can possibly think of and I am unable to locate anything that helps.
Some Roku devices have just recently started supporting Bluetooth headphones and I assume speakers, but no Express model does. However, you shouldn't need to connect your Bluetooth speaker to the Express. It should remain connected to your TV and the TV should provide audio to the speaker from any device connected to the TV. If you're wanting to use the speaker without the TV being on then that's not possible.
Note: Roku wireless speakers are not Bluetooth and can only be used with Roku TVs, not any player that connects to a TV.