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I’m seeing the same behavior. I can have the HomePod/Siri turn on Apple TV and actual TV, but the “Hey Siri turn off Apple TV” does not work currently. Hopefully Apple addresses this in next update as I have submitted feedback to them.
 
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I'm at work so can't test, but maybe try other commands? Since you never really turn it "off". Can you make the screensaver pop up?
 
I get the message saying it's paused. It then turns off the Apple TV after 15 minutes, which also turns off my TV and soundbar.
 
What do you say to turn on the TV? "Hey Siri, turn on the Living Room Apple TV" - would that work? I have mine named "Living Room Apple TV".
 
I always wake it up by letting it play some music. Haven't tried "turn on".

"Hey Siri, play some music on the Apple TV in the living room"
 
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