I’m tempted to do a master reset on mine to see if I got that option. I have the Roku edition and I know that I can specify what source it defaults to on power on. I can also turn off content recognition, which is what’s going on in OP’s case. But using it as just a dumb TV would be awesome.
Make sure you’re also blocking all other outbound DNS at your firewall. Many “smart” devices (and presumably some apps, though I have no way to check this) are hard coded to use 8.8.8.8 regardless of what DCHP says to use.