@Tutkovic
You arent missing anything - since I dont use iTunes/purchased content (just Apple TV+) I wasn't sure if your own/local media/content appeared in the Roku ATV app.
Since you already pushed/integrated it and it appears on the ATV app on other platforms, clearly this is a limitation of the Roku ATV app (it may be a codec/DRM issue).
I suggest you give Apple feedback to implement it.