Can't connect iCloud+ to my old AppleTV

I have a couple of TV's all succesfully connected with an AppleTV and with my iCloud+ account. I think the = is not relevant to the story.

I have one old AppleTV and if I try to connect it to my iCloud account:

1) I fill out my username and passport on the Apple TV

2) I fill out my password

3) it's being accepted

4) I receive the 6 digit security code on my iPhone

5) the AppleTV is accepting that

and then I get:

"This AppleTV is not configured for iCloud" (duhuh...that's what I'm trying to do.)

Is this because it is an old AppleTV? If yes, why is the warning so late? I mean, this can be said right in the beginning, specifically since doing your password on an old AppleTV is a pain.

If it's not the age of the AppleTV, then I'd like to know what I'm doing wrong here.

One more thing:-) My iCloud is formally connected to the Netherlands and the AppleTV is on a WiFi / internet connection in the United Arab Emirates (where I live). Could that be the problem?

Cheers,

Paul Harts