I bought my Roku box specifically to use on a bedroom TV with no AV jacks and a digital converter for OTA broadcast stations. My setup was to use an RF modulator that would auto switch from my converter box to the Roku whenever the Roku would power on. Imagine my surprise when I found the Roku has no power on/off capability. To me this seems more like an oversight than a convenience. Every appliance should have some way to turn it off. Always on is not always desirable.
(and if there is some way to power the Roku on and off, I will stand corrected, if only someone can point me in the proper direction!)