Apple TV - TV program closes when using Macbook?

I was watching a TV program on my Apple TV 2 yesterday.

The program was purchased from iTunes and was/is available on iCloud.

Therefore I was watching it straight from iCloud over my home wifi.

However about half way through I turned my Macbook on and went into iTunes. This stopped the progam from playing and took me to the Apple TV main menu.

On my Apple TV I restarted the program by going to purchased selecting the episode and pressing play. Again this is over iCloud and not Home Sharing. I had to fastforward to where I was as there was no option to "resume playback".

A couple of minutes later i turned off my Macbook and Apple TV stopped playing! I had to do the same again.

I tested this again turning macbook/itunes on and off and it did the same thing.

Why should turning iTunes on or off have an impact on what Apple TV is displaying if Apple TV is connected to iCloud rather than Home Sharing? Home Sharing on both Apple TV and MacBook is turned on.

Basically can I stop Apple Tv from quitting what i'm watching on iCloud just because my macbook is turned on?

Any thoughts?