Definitely should not sound that different if everything were set the same, including actual volume levels (SPL meter can confirm, may even use a SPL meter phone app).
Pure Direct and Straight modes should Bypass all EQ and DSP. But it will not match the actual volume levels between 2 components, whether the 2 components are 2 AVRs or AVR vs Separates (Pre-Pro, Preamps, Integrated Amp).