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The MLB app streams OUT OF MARKET games only. If you live in the market area claimed by that team, streaming of its games on MLB will be blacked out for you, and you'll have to watch their games via outlets available to you in your area, such as over-the-air local broadcasts, or in most cases these days, through a local sports network that you may need a paid service to view.
MLB works great for me because I don't live in the home area of my favorite team. I'm a (beleaguered) Pittsburgh Pirate fan living in the home area for the Atlanta Braves. I can't stream Braves games on the MLB app, no matter who they are playing, but I can stream all other games. So this year I've been able to watch my Pirates lose to just about everybody. 
Explanation of the blackout policy would have been made available to you when you subscribed, although, if you're like most of us, you may not have bothered to read it.
Like most other subscriptions, MLB is prepaid and non-refundable. Also like most other subscriptions, it auto-renews when your subscription period runs out unless you cancel before then. If you cancel, it will stay active for the balance of your pre-paid period but will not then renew automatically. If you subscribed monthly, cancel now and you won't have to pay any more months. If you paid annually you're in it until February, although they'll quit charging after the October payment.
Those are the terms you agreed to when you subscribed. It doesn't hurt to try to get a refund, but don't be surprised if they hold you to your agreement.
