When doing a workout on the Peloton Digital iOS app, you have the ability to connect a bluetooth heart rate monitor. Once connected, in the upper corner of your app, you will then see your current heart rate during the workout, and if you've added your maximum heart rate, your zones as well.
However, when casting to a big screen TV from within the iOS app using the Airplay icon, the display shown on your TV no longer has your heart rate information.
An easy work around for this is to not use the Airplay icon from within the Peloton DDigital app. Instead, use the screen mirroring function from within the iOS control panel. This will display an exact copy of your Peloton Digital screen on your TV, and keep your heart rate data showing as well.