Hard to tell from the distance.
Maybe one of those HDCP-Cable issues? How is the Box connected with the TV?
Has it previously worked also with Apple TV+?
If yes, was something changed (Update?) since then?
Are the login data correct? Do you have a valid Apple TV+ Account?
EDIT: The error message looks exactly like it would look like on an Apple TV. I do not think that your TV is the problem. My guess is that it is an issue with the Apple TV+ app on the Roku box (borked installation or a bug) or a connection issue.
Quite a recent discussion with an “Apple recommended” answer including troubleshooting options: