Roku supports an antenna - via a Silicon Dust tuner
If you have a Roku with OTA built in you take the patent licensing hit for the tuner - sure that's getting cheaper now, but if you are talking about ridiculous stuff like 8K and 3D then you're going to want ATSC 3.0 before long and will probably take a licensing hit in the 10s of dollars if ATSC 1.0's licensing costs in its early days are any indication! Before anyone complains about this US centric mention of ATSC, he's based on San Francisco so isn't talking DVB-T2. Which brings up another point - with OTA support now they need three models, one for US/Korea, one for Europe and other DVB-T2 locations, and a third for ISDB-T locations. Maybe more, with all the weird connectors used in various places.
Not only that, but then you have to put every Roku somewhere connected to your antenna via coax. With Silicon Dust you only need to do that for the shared tuner. It will also allow DVR functionality (given access to storage) which I am guessing would be your next ask if Roku added OTA support: Why can't I plug in a USB drive and have it act like a fully functional DVR? Then: why isn't its DVR software as nice as Tivo's?
Roku is successful because it does what 90% of people want well. If it tries to do everything it will cost a lot more and inevitably some of the things it does it won't do very well.