Try restarting the TV, Apple TV box, and optional other gear in the setup.
Try disconnecting the HDMI cables on both ends, then reconnect, in order to reset the HDMI connection.
Verify the video settings on the Apple TV box. Try Reset Video Settings as a starting point for valid settings. Apple TV will offer HDR options if the detected screen and HDMI connection ‘says’ to support that.
If the Apple TV is connected to the HDR-enabled TV directly with 48 Gbps HDMI cables, and the used TV HDMI port supports HDMI 2.1 and is configured for high bandwidth use, then HDR should be available on Apple TV 4K.
the expensive hdmi cables
What matters is that the cables support at least the bandwidth of the least of the ports on either side. When devices on both ends have HDMI 2.1 ports, then a 48 Gbps ‘Ultra High Speed’ HDMI cable is advised. The expense doesn’t really matter, although you won't find them in the bargain bin.
If you have more than the TV and Apple TV box in the setup, then please elaborate with models, and describe how they’re connected.