In sum:
The only ads in apps are from those apps. Roku doesn’t overlay any in them.
Roku got the free Apple cast mechanism far before Fire or Android. In fact, I don’t think either of those streamers have native Apple cast capability. They have to use 3rd party apps, last I heard.
There were turf wars between AppleTV, Chromecast, and Fire and their apps on each platform. Roku basically stayed out of it and it helped them.
The Roku embedded in Roku TVs is plenty fast, and the top end Roku stand alone is also good. The lower end options are slow but cheap.
Privacy issues with Roku are minimal compared with Google Chromecast.