On Denon receivers that's true because they pervert the idea of 'direct'. Bass management requires that the analog signal be converted to digital so it can be manipulated. On most receivers direct means just that - direct from the input to the amplifier with no manipulation at all.
Ah, so employing bass management is not really "Direct".
I believe the Outlaw Audio 990 pre-pros also allows bass management in their "Direct" mode.
And I know that Harman Kardon AVR247 does NOT allow bass management in the "Direct" mode.
What about Onkyo?
Well, I guess as long as they have both a "PURE Direct" and a "Direct", it's okay. The PURE Direct has no bass management, but the Direct has bass management.