Apple TV issue

Pakistan does not have access to the iTunes Store and TV+ by extension.

Yes, if you want access to TV+ you will need to set it to something else. Saudi Arabia can work, however you will need a valid payment method from Saudi Arabia to complete the process.

Follow the step in the link I provided above, and read what is going to happen carefully before you do.

The content of the TV app also depends on the region of your Apple ID account (i.e. your billing address). Is that also set for the country where you made this purchase?

Availability of Apple Media Services - Apple Support

Some unsupported countries may have just this synced video library available.

And the region for your Apple ID? It needs to be set to a region where actual content is available.

Apple Tv+ and content is available in Saudi Arabia. But may not be available in whatever region your Apple Id is set to.

Change your Apple ID country or region - Apple Support

What region is your iPhone set to? Settings->General->Language & Region->Region?

What country is your Apple ID set to?

Also, have you synced anything to the iPhone for it to show up there?