I believe that area only shows something if a channel developer specifically permits it to be included. My guess is that few if any of them participate, so they don't appear there. I would expect movies on the Roku Channel to appear there, since that's an official channel from Roku themselves, and those are all free.
Dan
Roku Stick (3600), Ultra (4640), Premiere (3920), Insignia 720p Roku TV, Sharp 4K Roku TV, Nvidia Shield, Windows 10 Pro x64 running Serviio and Plex on a wired Gigabit network.