have you tried the exact same video on both devices the Roku, and the Blu Ray player?
Some of the content that Netflix streams is only in stereo, make sure your streaming video that has 5.1+ audio.
I seem to remember my blu ray player not always streaming 5.1 from netflix depending on what i was watching.
All i can think of...
Yep, because of the variance in ages of titles they have in their libraries soundtracks will vary as well. I watched one movie the other night in DD+ and last night there was one showing a "PCM" decoding. I have a "top of the line" Yamaha CX-A5000 Pre-Pro and Oppo BDP 105 so decoding, as with all others, is automatic so what Netflix sends you is what you get.
I might recommend setting the AVR, if possible, to a permanent DPL2X "Movie" setting to make sure most of the movies are decoded in at least 5.1 or if applicable, 7.1 audio.
Of course, unlike Blu-Ray discs, one will never get lossless audio from Netflix, at least not yet anyway.