The Roku won’t quit you back to Roku Home if it’s playing music, but if idle it will - as Roku INC insists.
Roku plays music as well as any other Plex app - better if you’d like to have a screensaver kick in while the music is playing (I do). No one is ever sure what the FireTV is going to do - at any time - so the general Plex App rule of thumb is don’t use the FireTV Plex app for anything you don’t absolutely have to and if you have to expect failures - often.