Gregzw,
Let's use the steps below to pair and test your Apple TV with Bluetooth headphones, if available:
1. Put your Bluetooth accessory in pairing mode using the instructions that came with it.
2. On your Apple TV, go to Settings > Remotes and Devices > Bluetooth. Your Apple TV will search for nearby Bluetooth accessories.
3. Choose your Bluetooth accessory.
4. If asked, enter a four-digit code or PIN. On your Apple TV, your accessory should now appear in My Devices.
You can also find those steps in this resource: Use Bluetooth accessories with your Apple TV - Apple Support
If you don't have access to compatible Bluetooth headphones, are you able to test your Apple TV while connected directly to a TV without your receiver or projector? That step would help us to isolate this behavior further.
Additionally, you only experience this behavior with content from apps other than Apple TV+. Did we get that right? That detail can also help with our isolation steps.
Let us know, and we'll keep moving forward from there.