The Roku remote is the only electronic appliance I own that will drain its batteries if the headset remains plugged in. If I fall asleep watching t.v. three nights in a row I need a whole new set of batteries. I wish they'd fix this issue.
What's to fix? If the headphone jack has something plugged in, that turns on the internal audio amplifier, and that takes power. The audio amp remained powered as long as something is plugged in, and the Wi-Fi direct radio also has to remain in active mode. That all takes power. It doesn't matter if something is actually streaming. Any other battery powered device that is left on constantly will drain the batteries in short time, so this is nothing special with Roku.
What I would like to see is rechargeable batteries and a docking station for the remote when not in use that charges them. But that would drive the price up, so I wouldn't expect it with all players, but an optional extra.