Sounds frustrating, glad it doesn't happen with my ATV4. Maybe you need to update tvOS, or contact AppleCare...?
Did you try resetting it as a new device? If not, I'd try that -- if the issue is still present sounds like you have a defective one, probably best to exchange it.tvOS is up to date. Has been doing it since I got it...
Anyone experience this? Load a purchased TV Show by going to TV Shows and selecting one results in a load loop and the only way to get it to load is by restarting the ATV or by asking Siri to open the TV Show. BLOODY ANNOYING.