thubten, they are doing video, i'm guessing that their upstream bandwidth is restricted right now while in Las Vegas so they're not posting all the video as fast as the audio (audio is also easier and faster to edit and upload). The video will get out there eventually.
YouTube is about the only place that i've seen ces video (besides the twit.tv/ces page - http://www.youtube.com/twit#g/a
Maybe roku needs to add in the video rss feed for the ces video versions (it hasn't been added to itunes either... maybe the two are really one in the same)
I really think that it's not out yet on Roku or iTunes yet because those two feeds are one in the same and apple hasn't pushed the video versions out in the iTunes Store yet.
Try the Roku customer service first though, and ask them why they don't have the video versions of CES out there yet since twit.tv/ces and youtube have them