If you want to try the app, the machine must be running Windows 11. Understand this, but the previous older devices played them fine from USB with none of the stutter that was present in the 2020 device, even when testing my 3 2018/2019/2020 Ultra devices at the same time with the same file on the same TV (until Roku Media Player app broke that playback as well in later updates). I created a custom component (based on the core Roku integration) with improved Media Player features, and a Roku app to allow HA stream cameras to Roku. The Media Player app is currently available as a preview for devices enrolled in the Dev Channel of the Windows Insider Program. I'm new to the HA community, so in the process of automating my home, I noticed the Roku integration is limited, and as a developer for the Roku platform myself, I decided to help.
As you can read in the thread below u/ctalkington (the Roku integration developer) added the features we suggested here to the official integration and these features are now available on HA 2022.2 release, please read the documentation, as the implementation was slightly different than mine, and do not require a side loaded application.