AFAIK, the only mainstream streaming device that doesn't do this is Apple TV.
In the end I bought a broken Samsung 32" 1080p mostly dumb TV on ebay for £0.99, fixed it (power supply capacitor problem) and steal all my content and ship it on USB sticks to the TV which will quite happily play h264 / mp3 encoded stuff.
Fuck the whole industry.
Is there a list of such manufactures? Don't want to accidentally buy one of their products.
Of course google and other spy companies are pushing DNS over HTTPS, so once that becomes popular in these devices, you're screwed - you simply have to block all traffic (in which case you won't be able to watch netflix/disney/whatever using that device. For a TV that's fine, as you have a PC plugged into it, for now)
BTW, Roku supported the Radio Roku service for 10 years after the SoundBridge was discontinued, plus the device isn't locked down -- there are community-based efforts which still let you use an old SoundBridge, with a little effort. However, I'd argue that SoundBridge-era Roku is a VERY different company than streaming video-era Roku.