It's not the disk format but rather the media and it's support for CPRM. RAM and DVD-RW are both CPRM compliant whereas DVD-R, +R/RW are not.
After the media requirement, next comes the device's level of compliance. In this case, if the content is marked as copy-once, that one copy is the copy made on the DVR. Since the DVR does not have an integral burner it cannot control what happens to any further generations so it is probably marking the output as copy-never. If so, no flag compliant recorder will copy that source.
On a Panasonic, a copy-once source can be recorded to the HDD. With the intergral RAM burner, the Panasonic can transfer the content to a CPRM compliant RAM and then erase the content from the HDD. The reverse process is also possible, but there is only 1 copy in existence at any time. The Panasonic has control over the generations. A CPRM protected RAM cannot be effectively copied on a PC. The content of the disk can be copied, but the encryption key is tied to the original media which makes a copy useless. I don't know if the Phillips has that level of CPRM compliance using DVD-RW (it doesn't support RAM, correct?).