Also I think you might be surprised to learn that ROKU's market cap over $18B and most of that is likely due to their user profiling -- https://www.theverge.com/2018/7/20/17595384/roku-ceo-anthony...
A company maximizing their revenue will inevitably end up implementing surveillance - it's a way to take more value from a relationship after the price has already been set. And if you're willing to pay more to avoid surveillance, this just means you're a more valuable target to surveil!
The only way to overcome is to not play by these given rules in the first place. By definition this means you're being a pirate, whether you're looking for ways to compensate the creators or not.
Roku is not just a physical device, or an OS. It's also in the advertising business. They stream video ads and display ads when you watch certain shows through Roku. Thus, they want to know a lot more about you to show you relevant ads.