Well, the Roku forum is wrong.
The Ultra 4640 absolutely supports MPEG-2.Some Roku staff might not be aware of it. Yes, it is limited to only a few boxes, and since I only have one model that works I can't confirm any others. Roku has always had unannounced support for things here and there. For example, nowhere on the Roku web site does it mention that the .TS container is supported, but again I can confirm that .TS and .M2TS containers will play without requiring transcoding. In fact, my DLNA server transcodes into the .TS container for all non-compatible formats. So I can confirm the .TS container support for every Roku player I've ever owned, which includes the 2 XS, 4, Ultra, Stick and two different model TVs.
No issues with the messenger here.
It's frustrating with Roku not being completely up front about their media support. I've been using Roku for over 6 years, and have a good relationship with them providing me support when I was creating the first Roku profiles for Serviio. Some stuff I've been provided under a Non Disclosure Agreement, but the MPEG2 support I discovered on my own. Roku has never acknowledged it, but they've told me I can talk about things I discover on my own, and this was one of them.
I too would like them to offer MPEG-2 support across the board, now that the patents have expired. Them adding it to the Ultra is the first indication that they might actually be doing it. But I can also see them deciding not to offer it on older players, as an enticement to upgrade to a new player. But that requires them to acknowledge the support in the first place. All you can get out of Roku is to check the help pages in RMP and see what it lists for supported codecs. Take a look on your 4660, and I'll bet it shows H.262 as a supported codec. I overlooked it myself the first couple of times I checked.