While watching a show, hitting the remote's Menu button takes me back to the Guide/Menu half the time (desired), but takes me all the way back out to the Apple TV Home screen the other half (not desired). What determines this? And How do I get back to the Guide/Menu screen 100% of the time while watching a show?
Which remote are you using?
Usually the iOS Remote app.
This is a tvOS thing. I see it in all apps. I usually see it when you click menu while it’s going to a new section of the app and you click me u too soon.
It’s super weird. It just drops you to the home screen sometimes randomly. tvOS isn’t the most stable OS, it doesn’t get the same attention that iOS gets unfortunately 
I know the weirdness you're talking about @maddox, but this particular behavior seems limited to Channels, and only while I'm watching a show. The button behavior is pretty predictable at all other times for me.
I think @tmm1 was onto something. The menu button on the physical Apple TV remote is very predictable and takes me back to the guide/menu, whereas it's a crapshoot when I tap "Menu" on the iOS remote app. But again, that only seems to be the case in Channels, not in other apps as far as I've noticed.
Super weird. Thanks for bringing it up.
Is this the actual remote app or the one in control center?
I mean the app, but I'll try out the control center version and report back.
Naturally, it's not showing this behavior with either remote right now. I'll play around until I can figure out a pattern where it's hopefully repeatable.