That should not be happening with your Roku. I'm using a Roku Ultra, and in the NHLTV app, one of my settings is HIDE SCORES (ON). So, when I select SCORES from the banner along the top, I see the teams and start times for today's slate of games or similar details for past games, if I roll the date back. However, I never see any scores of current games nor past games when I'm in the SCORES display.
A suggestion: If you're settings are indeed correct and you're still having this problem, you might consider removing the NHL app, then update/restart your Roku, then locate and reinstall the NHL app. Then log back into your NHLTV acct, and see if it's fixed. I'm out of ideas after that. Good luck.