Sorting files by folder, rather than by file type?

Likely what you are experiencing is the TV using DLNA to access the My Cloud’s media server (likely Twonky). If this is the case then the TV is likely operating as expected. You may want to review the TV’s user manual to see exactly what kind of local network access it supports (SMB or DLNA). The TV app may have settings that allow you to change what files it displays. Most times TV’s will use DLNA to access local network devices. DLNA generally doesn’t operate like a file manager (Windows File Explorer or Mac Finder) to display all the files in a folder. It typically only shows supported media files and then usually breaks it down into Photo, Music, Video categories. Certain DLNA clients might have additional options to display all the media it finds rather than by specific category of media type.

Because you haven’t indicated what specific My Cloud model and firmware you are using, I can only assume that you are using the default media server (Twonky) on the My Cloud. If so see the following Twonky FAQ which has some suggestions on how to make it work better including changing some settings that affect how the client side (your TV) might view the media content.