new apple tv doesn't remember which episode I'm on

I have the new Apple TV (4th generation) and it doesn't seem to remember what episode I'm on. This occurs both on shows I've purchased through Apple TV/iTunes (Apple's own Television Shows app) and in Hulu. Even though I'm on a later season, it starts me out at the first episode of the first season. The previous Apple TV remembered where I was and offered the next episode. Am I doing something wrong or do other people have this issue, too?

Thanks,
Seth