Source? HDMI includes Ethernet in the spec, but I've never heard of any devices actually implementing it.

This again? Yes, it’s in the spec. No, no one has been shown to have actually implemented it. No streaming box is going to allow random devices to use their connection.

That would require the Roku to specifically be set up to act as a router. You can't just connect to a random device that's not specifically a router/AP and use its internet connection.

Since Roku like other smart TV companies makes money off of user data captur, it's not incentivized to enable those conditions for a downstream device, especially if not specifically advertised as a feature.

does a roku provide a dhcp server, issue a dhcp lease, do NAT and routing to things that are plugged into it over the 100M ethernet built into a current gen HDMI link?

E-Arc uses the wires intended for Ethernet. Hook your Roku up to an earc port if you're seriously concerned about it.