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.
NOW are looking for users to join their Customer Feedback Group and help improve the service. If you're interested read more here and sign up.
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!