There was an article going around that explained how to disable internet connections on various smart TVs. I wish I could find it.

For TVs with Roku built in, the solution was simply to select the option for no internet connection during initial setup. If you’ve already set up your TV, you go to settings and reset it like you’re getting ready to sell the device. That puts you back to initial setup where you can skip the network connection option.

What you can’t do on the Roku tv is tell it you have internet, but then try to use some sort of firewall or network connection to block it from phoning home. The front light on the tv will blink, and when you turn the tv on it will complain that it can’t connect. You have to choose no internet on initial setup if you want it to act like a “dumb” tv.