Opting out of interest-based advertising it totally optional and
does not mean you will no longer see advertising on the content or apps.

It means that Advertisers may not deliver ads that have been tailored to your interests.
Advertisers may block interest-based ads whenever possible but
sometimes device settings or browser settings may prevent Advertisers to set opt-out configuration.

Below are instructions for using the advertising choice mechanisms on Roku

Go to the menu of your device, find the “Settings” and press OK
Go to Privacy >> Advertising. Check ON option “Limit ad tracking”
That’s all. You can go back to Home to enjoy your content.