What is your model Apple TV? Identify your Apple TV model - Apple Support
The audio language of the movie is what is included with your purchase, as determined by the studios. The Apple TV device language is of little relevance here. Apple TV Settings has a an option for default audio track, if available in the stream, separate from the device language. If the movie has dual language audio, then you can select which track to use.
Set the language of audio and subtitles (as default, when available) - Apple Support
Change audio options during playback - Adjust Apple TV audio - Apple Support
Note that certain titles in Canada or France may have the English and French language versions as a separate items to buy or rent. So check the available audio languages in the movie Details page, before making the purchase. Purchase the correct version. If you got the wrong version, then contact the iTunes Store staff about that.
The preview/trailer is a separate clip, that will usually have one audio track, that will not be affected by settings.