I suspect that the fact that the Roku does not power down caused a chunk of my monthly Internet allotment to be wasted. At home I use a Blu-ray player as my Netflix box. When I'm ready to quit watching, my Harmony univeral remote shuts everything off, thus terminating the Netflix session.
At the cottage, I use a Roku 3 for Netflix. Out of habit on a few occasions, I simply did the same thing, hit the off button on the Harmony without stopping the Netflix show (Sons of Anarchy) and happily went to bed. I have a 30GB internet plan and half way through the month, I got a warning message from my ISP saying I had used over 90% of my quota. Considering I was only using it on weekends and 1 week's vacation, I was quite surprised.
I'm suspecting that the Roku happily continued showing episodes, not knowing that nothing was receiving it. The ISP's web site doesn't have any details on where/when I used the quota.
Is this scenario possible? One other thing, the Roku goes through an HDMI switcher that never turns off either, so if it has brains to stop sending when it loses HDMI signal, this might screw that up.
You could just program your Harmony to send the "Home" key when you turn off everything. It would, probably, be a good idea to send two or three "homes" on power down.
Actually I had to turn that off when I set up my Harmony+Roku as I did not want the "home" sent on power down and it was the default behavior.