I read, with dismay, many of the replies here (mainly due to the many apologists for this "feature").
I use Plex and it happens for Plex. And Amazon. And Netflix. All of them that I've used.
It was implemented for ONE reason: ad money.
To the misguided person that claims Roku is a company... uh, dude, I paid for the 2 Roku's I have, thank you, and they didn't have this feature when I purchased them.
I think we should all inundate @Roku and roku.com/support with requests that this be optional. I will.
Every single night I fall asleep in front of a playing Roku. I managed to get Netflix and Amazon to stop auto-playing episodes, so I could pick up where I left off and watch the last part of any episode I fell asleep on. Now, with the Roku on the Home screen, I have no idea sometime what I was watching.
Roku, shame on you for doing this to your users. I can tell you, if you don't change this, I will switch to something else. The Shield looks like a very nice device that is more highly rated than yours. And I will not sell my Roku 3 on craig's list. I will take a hammer to it so no one ever uses it.
I too use Plex and I have noticed that it does return to the home screen after two or three hours but it does not return to the home screen when playing anything or when Plex is in the post play screen.
I think this behavior, while not really ideal, is at least OK. I have many issues with Roku and the way they have begun, a few years back, to screw over their customers pretty thoroughly but, in this case, I do not see any real problem.
However I REALLY think that threatening to smash your Roku is excessively extreme and totally ineffective.
As far as moving to the Shield or the Fire TV I would say, "Good luck." I have Rokus, a Shield TV and a Fore TV as well as a Raspberry PI that I use for Plex only. My experience with all the alternative devices is that, for Plex, they are all inferior to my Roku except for the Raspberry PI and the PI only can be used for Plex.
I do not really use my Shield much as its only advantages are the superior number of codecs supported and te fact that the Phield Pro (which is the one I have) makes a pretty good Plex server which gives me a solid backup Plex server.
But do as you wish but it does seem a bit immature to make meaningless threats and rant like you have based on a feature that only returns you to the home screen after some time and never interrupts active playback.