AT&T Box vs ROKU

My AT&T box is on a large TV I rarely watch, I typically watch on my porch or in my bedroom through ROKU. Decided to watch a movie last night on the big TV but it wouldn't even recognize my home network.

Today I go through the un-plugging and plugging routine, reset the router, blah blah. It found my network but won't stay connected. I switch over to ROKU and all is well including the DirectTV stream.

So why do I need the box and am I actually paying for it?