Because Roku is a one-time purchase, where additional cable boxes are monthly fees. I already own the Roku. By taking away HBO Go access on it, I can no longer watch HBO in that room at all.
Last I checked, all the content wasn't available on-demand either. There was a larger selection on HBO Go versus On Demand. OD only has the last 1-2 seasons of the series it has at all, and has fewer movies. HBO Go has all the seasons of all the series.