Roku 100% visits the first for a bit a couple of times a year i'd say- when time allows. He misses Ryne and Gaia a lot, and relays his best wishes between Ryne and Thancres/Urianger. He makes sure to check up on as many people as he can! (Lyna, the role quest guys, cylva, to name a few) for his sake and the sake of the friends the scions made. He knows everyone is doing just fine on their own but he personally likes seeing them a lot.

Before Endwalker, especially, He visited Hythlodaeus's phantom in Amaurot frequently to be in his company. But that is a Whole Other Topic.

Roku is the kind of person who relishes new experiences, and who is very in love with people's unwavering hope and resolve. Both of which the First is a prime example of. It is not necessarily something he "misses" but rather treats it as a gift to see and be able to cross over at any time because it makes him smile and, in turn, inspires him to keep going For them. He loves the people of The source, And the first more than words can describe.