I have a couple of Denon receivers (and a couple of Sony's - I know I'm an audioholic - a sick, sick, man...
) and the Denons have the functions you are looking for regarding volume setting. (I never bothered to set the Sony receivers but now I'll go look it up and see if it's possible.) I too say Receivers don't sound different Speakers do.
Check out this link under playback.
Denon AVR-X4700 Web Manual
IMHO, Denon offer the best value proposition in the market these days. The gap to others is narrow, but still there.