That is the side of iOS and Apple’s stuff I hate.
What kind of apps are you side loading? Apple TV has VLC and Plex, which seem like the apps people who manage their own media use. Of course you need a NAS or server to host your content and it won’t do that. Then all the major streaming services have first party apps (though Netflix seems to neglect theirs)
I don’t understand it, but they are very good at what they do