Are those Apple TV+ shows on the Apple TV App, or shows provided by some other service via the Apple TV App? AFAIK the US and some other countries support grouping streaming service catalogs in the Apple TV App, e.g.: Peacock and Paramount+, so you don't have to set foot in the specific apps. But I assume they still deeplink into them for the actual viewing, where e.g. Peacock shows a pre-roll ad.
Or has Apple TV+ itself started doing that