I think you need to enable it on aTV Remote settings first. IMHO that also involves learning the commands from the donor remote.Its IR signals are not being picked up by the IR Toy sadly
PS the system is pretty clever - it is the aTV box itself, that learns the IR commands from any IR remote and then programs the Siri remote accordingly. Siri remote does not come with any pre-programmed IR-codes or device programming codes, like most others do.
Check the aTV manual for details on how to do that.