I have the same player and it plays the surround disks fine, hopefully it is just the settings. Make sure that:
1. Initial Settings->Options->SACD Playback is set to "Multi-Ch Area" (I think you mentioned that it is in your first post).
2. Initial Settings->Options->Speaker settings->Audio Output Mode is set to "5.1 Channel".
Check the manual around pages 38, 39. The manual is here: http://ec1.images-amazon.com/media/i3d/01/A/man-migrate/MANUAL000068845.pdf
Note that for DVD-A multichannel playback there is yet additional setting.