My guess is that the outlet on your AVR has a current limit that is below what your sub may draw at some point. I would recommend not plugging a sub into your AVR. The wall outlet is a better choice. A surge protector of some kind would be even better.
Let me know which AVR it is and I'll be happy to see if I can find out the limit for you.
EDIT: Oops, I should have read your sig! Denon.