That is extremely odd. If the devices are all tied to the same Roku account, try swapping the location of the problem Roku with a different device.
If the problem remains, then you might want to return it for a different device (another Express, perhaps), unless someone else has a suggestion.
Roku Ultra (4660)
Apple TV (5th gen), TiVo
Roku boxes from every generation.
Apple TV (2nd, 3rd, 4th gen)