It's a shame, because Sony actually made some really nice HDD/DVD and DVD recorders at one time, before all these issues started up. But they were actually the first to start showing this problem a few years back, maybe a couple of years before it was as widespread with the others (Toshiba's were second, and started up awhile after).
A few of us here have their older recorders, and they perform well for the most part (those that are still functioning, anyway, because it's been quite a few years now). I've never had any problems recording anything whatsoever with mine (not sure, but they might have to have the mechanism to "sense" the CP built-in in the first place. From all accounts, these older recorders do seem to have more of a propensity to "ignore" it, even when it's supposedly there).
But, for it to happen, the recording doesn't necessarily have to take place through the recorder's internal tuner, as CitiBear mentioned. It often happens using external tuners from satellite and cable companies, too (people do seem to have less complaints using OTA CECB tuners - a batch of Philips 3576H recorders awhile back, before they were discontinued, were having problems with picking it up from OTA through their own ATSC tuners. Don't know how much of that was the actual recorder's fault, though, because there were scattered reports of it happening with some other brands at the time, too. It did only seem to affect a certain batch of 3576H's, though).
Panasonics have traditionally been about the least prone - at least to false positives (possibly Pioneers, too, but I never really heard about the problem one way or the other with those so much, and they're not made for the N.A. market anymore, anyway - although you might still be able to find one of their Canadian HDD models available on ebay).