I bet Roku doesn't want you to cast from your phone as it would eat into their sales. It's all about contractual obligations.
All your phone does is sends a casting connection request to your TV or DVD/ Blue ray player, nothing is directly sent thru your phone. The actual video is sent from your ISP to the TV either by ethernet (preferred) or wireless.
They told me because it isn't supported. It would basically be a way around paying their overbloated prices for their crummy service.