So I had a Pioneer Receiver that was working fine with the LG TV over ARC, Atmos and all that. the Pioneer died and I replaced it with the Denon AVR-S940H. Everything was working except for sound from the TV through the receiver. Nothing changed on the TV, same HDMI cable, same HDMI input on the TV (hdmi 2). I tried all kinds of stuff, changing from ARC Out and Internal Speakers and back to ARC Out. I tried turning on the TV first. I tried unplugging everything. Spent a couple of hours. But I finally got it to work, and here is what I did.
How I fixed the issue is
1 - removed all HDMI devices from the receiver except for the TV going in to HDMI Out ARC
2 - Re-ran the Setup Assistant/Begin Setup on the Denon.
3 - I went through all the Setup (skipped the Input Setup and Network Setup because I didn't want to have to set those all up again)
4 - once it finished, I checked the LG to make sure the sound was still set to ARC Out
5 - tested the LG Apps and working!
I plugged all the other devices back in and turned everything off and back on, verified it was still working.
I don't know what the Full Setup does that fixes it but it's the magic sauce. Simply running the Setup Assistant/TV Audio Connection setup doesn't fix it. For some reason it has to be the full setup
I hope this helps somebody else that runs in to the same problem.