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

It use to give me the option to save it directly to the device but now it doesn't give me this option after an update a while ago I forget what update did it. And it even deleted the movies I already downloaded. I'm talking about movies I paid for. Movies I paid for on the apple store that's only reason why I got an apple tv with alot of storage other wise its just a waste. My internet isn't great its slow so I want to save them to watch them later with out having to buffer them. I will not buy another one ever if i can't save my movies to it.