Unable to import mp4 and m4v files into Apple TV's "My Library"

I've just set up a new MacBook Pro running Catalina. I have a large collection of videos (mp4 and m4v) that I've copied to both an external drive and to my system drive. I'm trying to import these into my Apple TV My Library so that I can watch them as well as sync them to my my iPad.

Within Apple TV, I go to File>Import, select the video I want to import and click "open" - just as documented. However, nothing happens. It never gets added. I've tried multiple videos formats - both mp4 and m4v but nothing is being imported.

What am I missing?

Thanks in advance!