As already alluded to, if you are selecting a 5.1 content source in Netflix and your receiver model doesn't support Dolby Digital Plus (note, not the same as regular Dolby Digital), you can experience the no sound behavior you're describing.
Options are to stick to stereo sound for Netflix (and Vudu which also used DD+) or upgrade your receiver.
The OP is not using a receiver, but is plugged directly into the TV.
Answer remains the same. If the device in charge of the audio (tv or receiver) isn't capable of DD+, and the stream is in DD+, you get no sound. Switch to stereo, or get a new device, are for better or worse, the only answers.
That's all assuming the OP's problem is due to a DD+ stream. If the Roku and/or Netflix were already set to stereo, then there is another issue. In that case, first thing I'd try is re-seating the HDMI cable, then trying a different HDMI port.