Okay. Make sure all the cables are connected as listed. If you hit the home menu button on your remote, it should bring up the configuration menu. You should see something like system setup. (I have a pioneer receiver, just not the same one so I'm guessing what things may be called on yours). Then, "input setup" or similar should be an option. Under that, make sure you are looking at the cable/sat input. It should say what port it's looking for video from and audio. Make sure both are looking for the same hdmi port or audio may even need to be set to "off". Just make sure audio doesn't say optical or coax.
Depending on your cable/sat box, if you hit the settings button, it should bring up a menu. Under "devices" on mine, there is a "audio output" selection. I have it set to "hdmi" with "Dolby digital" and "other" as my other options. If you can, post the model number of your cable/sat box.
It's still more than likely the "listening mode" you're in that could be the problem. If you heard the sub output during test tones, then wiring should be correct. Or if your speakers are set to large and not sending bass to your sub. If need be, I can download the manual for your receiver to offer further assistance when I get home from work later.