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.
Apple TV+ shows, on the Apple TV app, on the Apple TV hardware now often (not every time, but very often) have ads in the front the show, and before you ask, yes with a paid Apple TV+ subscription.
and yes, of course the other shows that can play in the Apple TV app also show ads at the beginning, but they do that in their own apps on the Apple TV hardware as well.
can I just note that calling hardware, app, and service the same thing is a bit confusing?
Or has Apple TV+ itself started doing that