Here's the repo: https://github.com/matula/roku-video-playlist
Steps to replicate:
1) Go to a video and click "Play". (The Brooklyn 99 one is pretty short)
2) When the video is done, there will be a short 'blip' of the next video but then the ad will play.
3) Press the "back" button... it will go back to the menu screen, but the ad is still playing.
I'm sure I'm just missing something with the threaded nature of Roku development, but nothing I've tried has worked. Thanks for any help!