PMP, Plex Media Player, is another client. I wasn’t sure what your reference to this was. You can use 1 client to control another, so I thought maybe you were using PMP to control playback on the Roku.
Did you mean Plex Media Server (PMS)? If you turn on network logging on your Roku, recreate the issue, then grab the PMS logs and attach them to to your next comment, let me know what video you tried and when, I can check your logs.