In my Apple TV library, all of my purchased movies also appear (out of order) under the TV Shows tab. There are a couple of shows that I've never purchased showing there as well. And one of my shows is missing completely.
It's happening on all three of my Rokus. My library on my Macbook and iPad are both fine, however, showing only TV shows.
I've signed in/out, reset the Apple TV app on each Roku and rebooted each Roku with no luck. Also rebooted my router. Nothing has worked so far.
I think this started happening after the Apple TV app was updated on the Roku last week.
I understand that you are having an issue with the Apple TV not only on the Roku device. Channels are maintained by the channel developer themselves. We suggest reaching out to Apple TV support directly to report the issue and for further help. There's likely an issue within that specific channel that needs to be addressed with an update from the channel developer.