Don't believe it's even an option

AV programs you put on your PC are based largely on exploits that are in the field. It wouldn't make much sense to write one for exploits that may conceivably be done, because if they were known the TV's software would be, or should be, written differently. Maybe when exploits become common you can get AV software for your TV.

There isn't that much user data stored on a TV. Your local channel's, favorite channels, maybe audio speaker setup, account authentication information for various services. If you had to go back to factory defaults and set everything up again it would be a PITA but not the end of the world. Worst thing I can think of is someone finds a way to steal your authentication information and charges pay-to-view services to you--but it isn't clear to me that's possible let alone that someone has worked out a way to do it. Again, it should be the worst thing that ever happens to you.