Somehow the preferred content provider for a selected show got set wrongly by mistake. Maybe by using Search, maybe something else.
If you used Search in the Apple TV app, then the search results will not be specific for one content provider. For shows that are available from multiple content providers, it may include the copy in the iTunes Store, which is available for purchase by episode, or by season, or sometimes for the complete series. It may even include Paramount+ from the separate app confusingly, for which the channel subscription isn’t valid (unless you did the extra thing).
To fix it, go to the Details page for a show, scroll down to How to Watch, and set your preferred content provider to watch it with.
Note that “Paramount+ tv channels” requires a different subscription type than “Paramount+”. It is about the Apple TV app Channel versus the separate P+ app. Once fixed, it should remember for consecutive episodes.
Or try navigating to the Apple TV app Paramount+ Channel and selecting the episode there (not using Up Next, Search, or other shortcut).
If the issues persists that the Apple TV app Paramount+ Channel doesn’t have the episodes that it should, then contact Apple Support about that, as Apple hosts Channel content themselves.