There isn't an option for this.
The easiest way is to press left immediately on the Home Screen which will show a tile for the last watched channel, which you can select.
Sky OS puts on-demand and linear TV on equal footing, so they made a design decision not to default to linear TV.
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Sky Stream customer. Past user of Sky Digital, Sky+, Sky+ HD and Sky Q. 3x pucks. Main TV is an LG OLED with Sonos Beam.
