If private listening isn't working on your Roku, there are a few things you can check. First, make sure your Roku device is updated to the latest software version. Go to Settings, then System, and select System Update to check for updates. If an update is available, go ahead and install it.
Next, ensure that you have the latest version of the Roku mobile app installed on your smartphone or tablet. The private listening feature relies on the app, so having the most up-to-date version is important.
Additionally, check that your Roku device and mobile device are connected to the same Wi-Fi network. Private listening won't work if they're on different networks.
Lastly, try force-closing the Roku mobile app and reopening it. Sometimes, a simple restart can resolve any minor glitches or connectivity issues.
By following these steps, you should be able to get private listening working on your Roku device.