If Audyssey is correctly setup (5.1, 7.1, etc) and you hear a test tone response from the sub it may be settings on the back of your sub.
You can also try different sound modes like Stereo, All Channels, DTS, etc. I think in Pure Direct mode there's no signal going to the subs. Sorry I only had my Marantz for a month so I'm winging it here by memory.