I have six Apple devices, all signed into Apple; none is being used to watch this movie. This has never been a problem previously, but it was the first thing I checked. The message is some kind of error.
Before I started getting the error message about another device, we had just chosen the movie and paid for it. *When I pressed 'Play' the TV restarted* - totally shut down and restarted. It was not a mistake with the buttons, I just hit Play and everything went black.
After the involuntary restart, I navigated back to the TV's Apple app, and this damnable message began to appear each time I tried to play the film.
I finally did a manual restart of the TV; after that, I didn't get the message about another device. Instead, the TV restarted itself when I hit Play again!
So - something in the Apple app is causing the TV to restart... and, *I also think the 'device' that it believes is already playing the movie is itself.*