Usually that delay is the remote syncing up with the Roku. Remember that these remotes use Wi-Fi Direct, so when they go to sleep (or powered off of course) the connection is closed. After waking up, it takes a moment. You might notice an icon appear in the upper right corner of the screen showing the remote battery level. That appears every time the remote syncs up.
Nvidia Shield, Roku Stick (3600), Ultra (4640), Premiere (3920), Insignia 720p Roku TV, Sharp 4K Roku TV, Windows 10 Pro x64 running Serviio and Plex on a wired Gigabit network.