Peacock in Up Next on Mobile but not TV

On Apple devices like iPhone, iPad, Apple TV box, select third party apps may “connect” to the Apple TV app, for inclusion in Watch Now, Up Next, and Search. That connection is handled by the OS, and therefore unfortunately not available on third party devices.

Availability of supported apps in the Apple TV app - Apple Support

It is more like linking between apps, not as in-app channels. On the Apple TV box, it is the same integration as on iPhone/iPad. I don’t know the details of how it works with Roku or Fire TV, other than what users share with me.