That would require the Roku to specifically be set up to act as a router. You can't just connect to a random device that's not specifically a router/AP and use its internet connection.

Since Roku like other smart TV companies makes money off of user data captur, it's not incentivized to enable those conditions for a downstream device, especially if not specifically advertised as a feature.

If this was a feature they wanted to provide, it would simplest to set the Roku up as a bridge. No dhcp, no nat, just a virtual switch. Roku devices run on Linux, if their HDMI chip supports Ethernet and that's plumbed to a Linux supported MAC (probably not), it might take an hour to build and test the feature. Longer if the wifi interface doesn't like being bridged (I've seen that on some openwrt devices).

There's esp-idf examples from espressif for doing bridging on an esp32 if you have one with a MAC and a PHY and/or spi mac+phy.

Or for wired ethernet, they could include a three port switch IC.