No. Many "live" subscription services have DVR options, or it's included. Other services are typically OnDemand and you don't need a DVR. The new FAST channels are not recordable. Even if you had a DVR, there are probably copy-protection flags that would prevent recording.
And, it won't make a difference if it's a FireStick, Apple TV+, etc... They are all the same as far as security on video.