First, verify your Roku is capable of 5.1 for Netflix. Not all devices are capable of 5.1 with Neflix regardless of what the stream on Netflix says.
Then there's the setup of the device - in digital audio settings you have to enable it, which ultimately may mean you have to choose a format for it like my Fire TV. Anything multi-channel is passed as DD+ by the unit, not unlike many TVs. The TV may be a factor as well, as its settings will interfere with that too, since you are technically relaying the audio via the TV, so check the audio out there too. If your TV has ARC, you may have to enable that to get 5.1, or the similar to the above, set it to output 5.1 in a format of your choosing (dd, dts, etc...)