Whether you connect through your receiver or through the TV is a matter of convenience, preference, and necessity, for example, I have mine through my receiver because my TV doesn't have enough HDMI inputs nor does it have the ability to output 7:1 audio, some receivers also have the ability to delay the audio/video to maintain lip sync if the separate processing of audio and video is a problem. Conversely, it would be more useful to connect via the TV if the receiver was short of inputs and in respect of reducing the number of remotes in regular use. That being said assuming the TV and receiver have similar audio capabilities I'm not really convinced that one way should work better than another.
However, that being said the Apple TV 4 has no optical output which may reduce your options or introduce difficulties that weren't present in setting up previous versions of the Apple TV, as such it would help you could describe how you have configures your video and audio options.