They quite literally have settings to disable that. There are no ads in the operating system.
https://support.apple.com/en-au/guide/tv/atvb66239fa1/tvos
I'm sure some conspiratorial thinking would lead people to the conclusion that Apple are secretly tracking and selling data. There is no evidence to suggest this is happening.
It's probably the next best thing to setting up your own linux home theater PC. But that comes with trade-offs with UX and DRM blocking 4K streaming apps and lack of Dolby Vision playback.
I've gotten hundreds of hours of entertainment off FIFA and PES; never missed having any more features.