Since Roku like other smart TV companies makes money off of user data captur, it's not incentivized to enable those conditions for a downstream device, especially if not specifically advertised as a feature.
There's esp-idf examples from espressif for doing bridging on an esp32 if you have one with a MAC and a PHY and/or spi mac+phy.
Or for wired ethernet, they could include a three port switch IC.