My guess (not being familiar AT ALL with the Denon players) is that the sound is coming out the digital output (optical/coax/whatever) of the player and your receiver isn't looking there.

M60ti, VP180, QS8, M2ti, EP500, PC-Plus 20-39
M5HP, M40ti, Sierra-1
LFR1100 active, ADA1500-4 and -8