Roku hasn't been 'agnostic' since RokuTV or the Roku Channel, or whatever-the-fuck it's called. I watch with a GoogleTV device, connected to my Roku television through HDMI. A few months ago I started seeing these weird popups, saying something like, "I see you're watching 'The Goonies'. Why not watch on RokuTV?" It was bizarre, and a little creepy considering I wasn't using the Roku platform at all. As it turned out, Roku added a 'feature' for doing content recommendations. I disabled that 'feature', but it was still weird, like, "These guys are watching what I'm watching, even when I'm not on their platform!"
Smart TVs are always monitoring what you’re watching by taking screenshots and processing them. This is a known thing for at least several years now. The only safe way to use a smart TV is to never connect it to the network, and use another streaming device. That separate device will spy on you too, but at least you’re making the choice.
https://www.newscientist.com/article/2449198-smart-tvs-take-...