"No Apps Allowed"

Vertical market differentiation. You bought the lowest product in the family, that costs barely more than the HDD it contains.

Now, if you had searched this forum for ‘install apps’, you might have found this thread:

If you have a gen2 MyCloud, you should be able to get around WD’s vertical market differentiation, and install apps on your device.

As for ‘having to “click” through all of the folders just to access my movies’, I’d suggest that is more to do with your Roku media player than the MyCloud; I don’t have that problem with Kodi, or the DLNA media players I use.