Not at all. I have an SSD plugged into my Shield, to which I can copy whatever I want over my network. People also like to install torrent-based clients for illicit streaming services, although I don't consider that worthwhile.
Your observation about every TV forcing built-in junk on you is legit; but I use a projector, which doesn't have any of that bullshit. Every source I have goes through my receiver, which is another reason to use a media player that's not your TV.
The whole thing is a sad commentary on the state of A/V and people's laziness today. They're buying giant TVs but settling for the shitty audio from its built-in speakers... or fooling themselves with a sound bar.
I have a sound bar. I'm not fooling myself. It's much better than the built-in speakers (though my soundbar has a small subwoofer, so that helps a lot). Is it equivalent to a real A/V receiver/amplifier with large speakers? Definitely not, but that setup costs a LOT more money, plus I'm limited in how much I can turn up the volume anyway because of my neighbors.
The projector thing is a no-go for many people. They cost a lot of money, the bulb inside has limited life and is very expensive (and makes a lot of heat too), but worst of all, they just aren't bright enough for many viewing environments. I would never be able to see it in my apartment, except late at night.