It's likely that you have CEC turned on, so when you turn TV off, it turns off AppleTV and/or Marantz. One option is to hop into the menus and turn off CEC... but then you will have to take over that chore manually (of turning each piece on and off). You MIGHT be able to turn CEC off on the TV alone so that turning off TV won't turn off AppleTV & Receiver, so that's worth a try (but again, that means you'll have to manually turn on AppleTV which then turns on Marantz and YOU have to push power on the TV or TV remote to turn it on too).
Option 2: try audio splitters/extractor: HDMI out of AppleTV into extractor, extracted audio to Marantz. This is hit or miss. Some extractors work and others don't. The magic here is getting usable audio out when you want audio only and full passthrough 4K video (and possibly HDR video) through when you want video. People share having to try a variety of them to find one that does both well.
AppleTVs used to easily solve this and Receiver Zone 2 issues by including a simple AUX out 3.5mm jack. But then they decided to "improve" upon that, which leads to needed workarounds like paying more for extractors.
Option 3: check the modern Marantz documentation to see if it supports Airplay. Many modern receivers do. If so, bypass both AppleTV and your TV by "throwing" audio directly to the Marantz. This is an ideal option if your Marantz has Airplay. I most frequently do what you want to do this way.