A growing number of conversational agents are being embedded into larger systems such as smart homes. However, little attention has been paid to the user interactions with conversational agents in the multi-device collaboration context (MDCC), where a multiple number of devices are connected to accomplish a common mission. The objective of this study is to identify the roles of conversational agents in the MDCC. Toward this goal, we conducted semi-structured interviews with nine participants who are heavy users of smart speakers connected with home IoT devices. We collected 107 rules (usage instances) and asked benefits and limitations of using those rules. Our thematic analysis has found that, while the smart speakers perform the role of voice controller in the single device context, their role extended to automation hub, reporter, and companion in the MDCC. Based on the findings, we provide design implications for smart speakers in the MDCC.