Gareth, I'm not sure there's any real benefit going through the Z9. There's only a 40W, or about 1 dB, difference in the power output of the two receivers. Although I'm pretty sure the Z9 has a better amp structure.
That said, yes I would think the remote/volume could be a difficult issue. One thing that might help, is that the Z9 has L/C/R pre-amp inputs that you might try using for the fronts instead of the m-ch inputs and use the 2065 to power your surrounds and sub control. However, the Z9 manual, pg. 27, is contradictory as to how the L/C/R pre-amp inputs actually work. Since it's a pre-amp input, it should bypass the volume control of the Z9.