the white LED on the Roku 2 does not respond either when this occurs.
First, throw away the cheap Chinese batteries that came with the remote and replace them with fresh, brand name alkalines.
Note that the IR remote response isn't as fast as the R3 RF remote, but the LED should blink with every press.
I think they came with what looked like to be duracell batteries, will try another set tomorrow. You mentioned the IR remote not being as fast as...I dont have an issue with delayed keypresses, it appears that on mine it seems to how can I put it, miss a beat often, as if one did not press the button hard enough.
If this is a characteristic of the Roku 2 ( which I what I am trying to guage and not a defect ) then Im going to get the Roku 3 instead. Shame, as all the reviews I read said something along the lines that the "only" difference is the Roku 2 does not have voice search or headphone jack and motion sensor on remote. No one mentioned this quirk.