I have a setup which is not ideal, but I believe improves privacy while preserving convenience: I never connected my TV to the internet, and instead use a MiBox TV S 4K for all my streaming with custom DNS blocking trackers and ads.
I guess there might be other Android TV boxes that allow you to change the DNS server. It might be worth checking a bit around if you decide to go down this route.
In my case, I found this Reddit post and was able to change the DNS server on the MiBox to NextDNS, where I could later activate relevant blocklists (SmartTV, Xiaomi, Google). I also perform monitoring of the domains the MiBox connects to and have blocked a couple manually.
This way I have an AndroidTV experience with the streaming services that I want, and with the domains I don’t want blocked.
Librewolf + uBlock Origin on desktop. Mull + uBlock Origin on mobile.