Because the early editions of the Roku did not support AAC AAC+ Audio which many stations use.
With the Roku 3 and Forward those boxes can play AAC and AAC+ audio, however they can't update the software as it wouldn't work on the older Rokus and then make the old Rokus stop working with Tune in. A majority of the Rokus in use are still Roku 2 units. So that would be a big loss for them.