Thanks, jdsmoothie. I'm getting myself even more confused now. I did some more research, and noticed that the Pioneer manual (p.21) specifically states that the receiver cannot down-convert a digital-to-analog signal with the zone 2 outputs. However, the manual does not state any similar restrictions when describing the speaker channel preouts (p.20), which is what I've been trying to use. I called Pioneer tech support, and the rep said my set up should work (HDMI input to receiver, and wireless headsets connected via front channel L/R preouts), but he might be wrong (he was just consulting the manual).
Do you know whether the same HDMI restrictions would apply to connections using the discrete channel preouts (rather than the zone 2 outs) as well? I haven't tried other non-HDMI digital input sources yet, but will do so tonight.