I can skip over any business that only has a Facebook page. Plenty of choices out there…
What I can’t skip is when a political candidate is only on Facebook. I can’t count the number of times I was trying to research candidates for local election and found they only had their policies on a locked Facebook page. Infuriating doesn’t describe it.
I’m sorry I can’t speak for Apple TV, but I do know Roku. I captured about a month of DNS with a Roku device on the network. It phones home about everything. Even better, they hardcoded the DNS server on the device to prevent tampering with ads in their menus. I had to set up a redirect to quarantine it before eventually taking it off the network completely.
Last I recall, the most private method for general streaming was a cheap Android device from Walmart with a custom OS installed on it.