Welcome to the forum. Yes, unfortunately there is no My TV feature in the ATV app. It's not been updated in a long time so you'll find it lacking somewhat in features and functionality compared with other devices.
The good news is with Amozon Prime and Netflix doing a good job of supporting Apple TV fully I can stop subscribing to NowTV
The lack of features in the app for Apple TV is pretty appaling. You can't ewven track where you are in a series. When a program ends you often just go to a blank black screen. Considering the subscription cost, it is quite smaneful. Sort it out NowTV!