Why can't I install my movie I paid for on my apple tv anymore ?

The storage on Apple TV is for system software, apps, preferences, caches. Not for content. It was only different for the now obsolete original 2007 model. All subsequent models need the network for streaming input. I’m afraid that there is a mismatch between your memory of procedures and how the Apple TV box works now. Downloads (local media files) are only supported on Mac, iPhone, iPad, and iPod touch.

If you still have the original 2007 model, no updates to the TVOS have been available since 2009 (Apple TV Software 3.0.2). The device was discontinued in 2010. It has not been able to connect to the iTunes Store in years. Any video you add would first need to be manually converted to 720p and then manually transferred to the internal hard drive.

It cannot be done. For reference:

Download and stream shows, movies, and events from Apple TV+, MLS Season Pass, and Apple TV channels - Apple Support

For further reference:

If you can't watch or stream movies and TV shows in the Apple TV app - Apple Support

Find movies with 4K, HDR, Dolby Vision, or Dolby Atmos in the Apple TV app - Apple Support

You can also find the user guides at Apple - Support - Manuals

Regardless, you cannot download content to the Apple TV hardware device:

Download a show, movie, or event on your iPhone, iPad, or Mac

1. Open the Apple TV app on your iPhone, iPad, or Mac.
2. Browse or search for a TV show, movie, or event.
3. Choose the show, movie, or event, then choose the Download button .
4. To find and play your downloads, go to the Library tab, then choose Downloaded.
5. Can't download a show or movie? You might have reached the limits for downloads, or the channel might not allow downloads.*

* You can't download content from the Apple TV app on Apple TV, smart TVs, streaming devices, and on tv.apple.com. Instead, you can only stream content on these devices.

It’s never been possible to do this on the current Apple TV box models. You can on other devices. If your internet isn’t great, you might look into upgrading it or at least having your ISP check your connection. My ISP wouldn’t charge me for coming out to fix it. Call them and ask. In the meantime it might help to reboot your wifi. This can help clear glitches on the line. Unplug it, wait a minute (this varies by model but a minute is sufficient) then plug back in. It might take up to 10 minutes to come back online. An Ethernet connection might be better if wifi isn’t working but this depends on your Apple TV box model.

See: If your Apple TV can't connect to Wi-Fi - Apple Support

On a connected Apple TV the option to save iTunes movies to the device has never been available.

The Apple TV is a streaming device. Your files will stream there from the internet or from your computer using home wi-if (if you have home sharing on)

Sooooo, yeah, but sooooo what? I downloaded/paid for several movies around the time my first boy was born, this month, he will be 15 (that is crazy BTW). I paid for them through iTunes and my PC. I would highly recommend DL movies/paying for movies through iTunes. That is a much better way to keep your movies available to DL to a real machine instead of a phone. I JUST DL Hottub Time Machine this morning to make sure I knew what I was talking about. Worked great!

I’m not sure what you mean by “install.” Saving to the Apple TV has never been an option. Apple TV streams content from the internet or from your home computer.