I guess that’s more a question for the Roku forums, since the server doesn’t care about the protection in any way.
Roku FAQ
Why don’t you support secured AAC files purchased from the Apple Music Store?
Apple does not allow streaming of files downloaded from their music store to third party devices. If they ever do, we will support them.
Recently Apple announced to license something to OEMs, and with the trouble in Scandinavia (was it Sweden?) I guess there may be choices in the future, but currently its not supported.
Unlocking is possible, but forbidden to mention in the country from where I’m posting, sorry 😉