Roku broadcasts its own SSID so the Roku remote can connect. Roku calls this feature Wi-Fi Direct.
Once the universal remote is configured, disable the Roku's SSID. There is no real reason to do this step. Disabling the SSID doesn't make the network more secure, and a broadcast SSID doesn't use significant Wi-Fi bandwidth.
Turn on the Roku, go to the home page, and go to: Settings: System: Advanced system settings: Device connect: Disable Device connect