My purchased TV series (as a complete set) is only selectable by individual episodes from a long list, not by season. If I search by season for viewing, it requires a purchase. This is via the TV Shows app.
There’s another good addition they’ve made to the ATV app for complete and split series which makes things better.
Just as with the TV shows app if you select something via the library a complete set shows as one long line.
Another example is Game of Thrones which I bought seasons 1-5 in one boxset then seasons 6, 7 & 8 which the ATV app via the library 1-5 are in one long line with 6, 7, & 8 bellow whereas the TV shows app opens to the last season you purchased, then you have to navigate through the series tab to select the appropriate ones you own.
However rather than selecting from the library try searching for the program name and then select it, once selected you’ll see the Resume Episode or Play First Episode screen
But if you then scroll down past the + Add to Up Next tab you’ll see you’re able to easily change between seasons.