Surprise, surprise. It seems that there’s a Lightning connector hidden inside the Apple TV, specifically in the ethernet port. It was discovered by Twitter personality, Kevin Bradley aka nitoTV.

Earlier Apple TV models could be connected via USB C and micro USB. The Apple TV 4K model dropped all outward ports except for the HDMI and ethernet, but as it turns out there’s a Lightning port that they hid inside the hardware.
In theory, the Lightning port can be used to access the device’s firmware. Bradley said that he was having trouble accessing it as it was located at the very back. Theories suggest that it could be used for jailbreaking purposes, but Steve Troughton-Smith mentioned it could be for debugging purposes.
Historically speaking, Apple has hidden ports inside their devices before for support, diagnostics and servicing reasons.
The 1st gen Apple TV has a USB port, and the 2nd and 3rd gen devices have a micro USB one. The 4th gen Apple TV has a USB-C for support and service.