There is no sports on the menu bar

The Sports tab is available in the Apple TV app on Apple devices [Apple TV box, iPhone, iPad] (in the US and Canada), not on third party devices with the Apple TV app. The sports content requires additional apps and subscriptions to switch to, as the function is to link it. Such app connections are not supported on third party system software.

Sports in the Apple TV app on the Apple TV box - Apple Support

Apple TV app user guide for smart TVs and third party devices - Apple Support

are you sure appletv+ feature live sports?

it's nowhere on the appletv app on my iphone