I don't know why comcast wont allow HBO GO access on Roku, it's avaliable on WOW, ATT, and several sat. providers, you can also get it through X-Box live, but the only way to go through Roku is to buy a subscription of Play On, which has it's own problems.
Every time ive tried to ask Comcost support why its not avaliable they try to say its up to Roku and HBO, Comcast has nothing to do with it. Thats usually after I explain what Roku is??
The bottom line is you can get HBO GO on Roku, but you have to go through Play On.