no MLS option on Apple TV app on my Sony tv

What is your model TV?

I haven’t seen a list of supported devices for MLS per se, but it is described as being available on smart TVs that have the Apple TV app.

How to watch Apple TV+, MLS Season Pass, and more - Apple Support

MLS Season Pass is now available worldwide on the Apple TV app - Apple Newsroom

• A channel for MLS Season Pass (circular icon) should be listed on the Watch Now page, giving access to the MLS front page.
• Promotional tiles for MLS should be shown in the Watch Now page, giving access to the MLS front page.
• The Search tab should show a suggested category for MLS (else type MLS), giving access to the MLS front page.
• The Search tab can be used to find specific games, e.g. Seattle vs. Salt Lake most recently.

If you are not seeing any of that, then verify that your TV system software is up-to-date. Also verify that the Apple TV app is up-to-date, or if your TV does that automatically. Delete and re-install the app if unsure.

On the MLS page in the Apple TV app, you should find current and upcoming games, as well as a list of past games.