Custom On-Demand systems?

The main challenge you will face here is that you will be storing this data either in cache or temp, which means that the data will not likley reside on the device for very long, and you will have to download it repeatedly.

If that's okay, then you should be alright. But if you wish to allow for persistence on device over a longer term, you will need to adopt ODR.

Thanks for the clarification!
We were under the impression that the ODR tags would be released at app shutdown, so the data retrieved through ODR would be as susceptible to be erased by the OS as data stored in temp or cache. We understand now that the ODR provides extra persistence comparing to data in those folders.

That's correct. ODR content is more likely to be retained than data stored in temp or cache directories, and you can manage your own assets for ODR in terms of purge priority.

If you have content that is required for initial app launch, you can include up to 2GB of tags as Initial Install, which means the assets are included in the initial download from the App Store before the app can be launched. You can also mark assets for "prefetch", which means that the app can be launched even if they haven't been downloaded, but that tvOS will automatically start downloading them in the background when the app is purchased.

See this page on Platform Sizes for On-Demand Resources for more detail on the various size restrictions.