Yeah, I mean a home media server is an option, but I intentionally avoided referencing one because, as mentioned shortly thereafter, any computer being used by anyone will do. Case in point...
...I have a circa '08 Macbook that comfortably sits under my couch without getting any use (it's not even airplay compatible).
What we're trying to say is:
- Open iTunes on that computer
- Download the movie/TV show/whatever in iTunes
- Turn on Home Sharing
- Watch the videos on the Apple TV.
Apple's entire business line is built around making solutions like these as accessible as possible without needing to tinker etc.
Adding the option to download directly to the Apple TV opens up a pandora's box of customer satisfaction quagmires:
- Juggling free space that's quickly consumed by large movies;
- Increasing the internal storage to avoid this, which increases the price;
- Increasing the tiered options available to avoid increasing the price, which increases the complexity of the product line;
- Introducing external storage options, which means more ports (larger device), compatibility questions with storage, performance issues that affect the experience...
It's just not going to happen. There's a perfectly viable option, which is to painlessly download the file to the laptop, leave iTunes running, and access it through "computers" on the Apple TV. It's no more complicated to do than using either iTunes or the Apple TV itself.