TCM

Sometimes streaming providers, like DirecTV Stream, don't have the rights to stream a certain show or movie because they're owned by a company that hasn't granted permission. What movie were you trying to view?

Or more precisely, sometimes the network showing the content (TCM in this case) doesn’t own the content - they just licensed it from the owner - and their license doesn’t include streaming rights, so they are obliged to keep streaming services like DirecTV Stream from showing it.  This problem seems to affect TCM moderately often, along with some holiday specials (Rudolph and Frosty commonly come up this time of year), and some syndicated programming. It’s not clear why - it may be that these license contracts preceded the existence of the live streaming services like DirecTV Stream and are because the content owners exclusively licensed streaming rights to other services. Hopefully if that’s the case, these licenses will eventually be updated to allow for the live streaming services to show this content. 

I had just started watching little shop of horrors and after a few minutes, the owner of this content message appeared.  Really?

As mentioned, DirecTV has no control over restrictions imposed by the content owners.