Doesn't the MLB app on phones use location services, meaning the VPN doesn't help? I had my Roku setup to stream through NordVPN, but it took a bit of effort and maintenance. Basically, I setup a 2nd (DD-WRT) router as an Access Point, connected to my primary router, and configured the 2nd router to use NordVPN. That way I could connect all my regular devices to my network as normal, but anything that needs the VPN can connect to the VPN network. It worked, but I had to update the configuration often to keep everything running. It wasn't ideal, but if you're desperate to get things running on a TV, it can be an option.