If I understand you correctly, the only connection from the cable box is component and optical, and the only connection to the TV is HDMI. If that's the case, you're lucky you're getting video, much less audio! I'd guess the designers of the Pioneer figured there was no reason to convert audio out of the (primarily) audio device and send it to the video device, so it doesn't convert from optical to whatever the audio component of HDMI is. I'm surprised it converts from component video to HDMI video.
I am the Doctor, and THIS... is my SPOON!