As far as I know all displays with HDMI inputs are supposed to be HDCP compliant, only DVI used the first couple of years of HDTV with digital inputs predate HDCP. I have a Sony KV-30XBR910 and it predates common usage of HDMI but is HDCP compliant using DVI. Either Roku or Sony or both have done a poor job implementing HDCP causing the incompatibility is my guess. Fortunately those issues are very rare now but 7 years ago were more common.
An HDMI to component converter that works properly is a nice thing to have anyway but is an expensive way to connect a Roku.