The Roku Ultra is great. But its limitations are showing
It's limitations serve well to highlight the limitations of the streaming market as a whole. Because all those things that you point out that the Roku can't do, it's competitors can only do for their content, via their UI. So using those features across all the content you subscribe to, via a consistent UI, is only possible if you're willing to live in a single ghetto, and eschew the content only available elsewhere. And with the proliferation of streaming services, increased fragmentation of content availability, and ratcheting up of prices, that is heading towards a worse and worse experience.
In a fantasy future world, some sort of meta-streaming service will emerge, and people will be able to access shows from all the streaming services via it. Providers will realise that it's not practical for everybody to subscribe to every streaming service, and that it's better to make their content available to a wider audience via such a service than to use it as a tool to make people choose one service or the other. Well, a man can dream. For the moment, cable TV plus downloading and my own personal streaming service is about as close to the ideal as I can get.