This is a major bug in the new iOS TV App.
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Someone posted this update from Apple Support.
Update.
Airplane mode only works if you haven't completely turned off your device from the last time you were connected and had the app open.
Apple support was able to confirm the problem and said the engineers are working on this but for now, the only work around is to connect to wifi (use your iPhone as a hot spot if wifi isn't available), open the app, turn off wifi or go into airplane mode and then put the unit to sleep instead of turning it off completely if you're going to need to access the TV app when no wifi is available.