Why wouldn't streaming devices do all the same surveillance? Don't they have as much financial incentive and broad access as tv manufacturers?

Yep. As someone working in the media app industry. I would say it is in device manufacturers and entertainment apps interest to know what the user are interested, to allow them to keep the user using the app/device.

The Apple TV also has giant ads on the home screen, too.

Yes, and I only see a marginal point of people choosing Apple TV over "Smart" TV. It tracks, but at least give you the performance.