Hi pablovi77,
Thanks for contacting Apple Support Communities!
We understand that you're unable to play any video via the Fitness app on your Apple TV. We wouldn't expect that you'd have to use your iPhone to AirPlay the videos. We would suggest that you ensure you're Apple TV is running the most recent operating system as outlined here: Update your Apple TV – Apple Support
"Update your Apple TV manually
- Go to Settings > System > Software Updates and select Update Software.
- If there's an update, select Download and Install.
- Wait for your Apple TV to download the update. Keep your Apple TV connected and plugged in to power until the update is complete.
After the update has downloaded, your Apple TV will restart, prepare the update and then install it. When the update is complete, your Apple TV will automatically restart again."
If you've already updated and you're still experiencing the same behavior, we'd suggest that you reach out to Apple directly to investigate this further with you. You can reach them here: Contact Apple Support
Take care!