The receiver must be set to one of the other "Sound Fields" than the default.
So take the remote control and click the + sign on the sound field buttons.
Then press it again to something like V MULTI or one of the many others.
The sound will then work.
This is for the sony receiver STR-ND1030 but it is also true for past generation receivers. I believe they must have two way sound communication capability though which is fairly recent (last 3 years).