Why do I see some "On Demand" episodes instead of "DVR" episodes in My Shows? Why can't I "DVR" some shows?

PlayStation™Vue is a cloud-based, streaming TV service. Due to streaming rights, some "On-Demand" and "DVR" programming availability will vary by channel, individual program, and service location. 

With My Shows, we will sort available episodes from original air date, to make sure you don’t miss a thing, and so you can watch in order. Occasionally, if a specific episode hasn't recently aired, or we don't have the "DVR" rights for a given show or channel, we'll provide On Demand episodes in their place, when available.