The Ultra is on and operating whenever it is powered up. There is no off switch. . If you turn off the TV while the Roku is streaming, it will continue to stream unwatched.
Get in the habit of returning your Roku to its home screen when done streaming.
Roku also has a "Bandwidth saver" function that kicks in when the Roku has received no user input in four hours. It asks if you are still watching, and if it receives no response, it exits the current stream and returns the Roku to its home page.
You can turn this feature on and off via Settings > Network > Bandwidth saver
Note that some individual channels may have a similar feature.
Roku Community Streaming Expert
I am not a Roku employee, only a user like you. Please, no support questions via private message -- post them publicly to the Community where others may benefit as well.
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