Most of them are keeping a record and sending it to the company of everything you watch: https://www.consumerreports.org/ele...n-off-smart-tv-snooping-features-a4840102036/
There can also be so many ads. Using something like Pi-hole helps, but it usually won't catch everything without breaking some features.
I block my main TV from accessing the internet and use an Apple TV. There are some ads in the form of suggested shows or movies, but there is much less data snooping. I still filter ads at a network level though and it blocks some outbound traffic from the Apple TV.
I have a Firewalla and block ads from my streaming devices too, even hardcoded dns stuff....but, all these streaming services are monitoring, tracking and selling access to what you're watching. They don't need the device info when you're using their app.