Apple TV 4K and DualShock PS4 controller will not connect when powered on again
I just bought a new Apple TV 4K and a DualShock PS4 controller to be used with the Arcade games, it pairs and works ok, but when I power off both the Apple TV and the DualShock and on another day I start them to play again the controller does not get connected to the Apple TV. I have tried powering on first the Apple TV, first the DualShock and the result is the same, it does not connect automatically.
I have also tried using the "connect" option from the Apple TV but it does not connect, the only solution I have found is to forget the control and re-pair it again and works the first session correctly but won't be connected on future sessions. I must also say I do not own a Sony PS console, I just got the control as my Xbox ones are not the right version and they would power on the Xbox if tried to be used on the Apple TV. Please let me know if I am doing something wrong, thanks.
Apple TV 4K, tvOS 15