It's the same reason your Toyota key won't work on a Lincoln.
Simply put, you can't depend on your receiver's remote to control your TV set.
Your receiver's remote is made to control your receiver. Your TV's remote was made to control your TV. They are two entirely separate entities.
I don't know what your expectations were or what you were promised by the salespeople, but that's the way it works.
Now, maybe if you spring for some expensive remote it could be programmed to do so, but that's another matter entirely.
If you fed ALL your video sources through the receiver, you wouldn't ever have to change the TV's input. You would just leave it where it is.
If you have more than one video source going to theTV, then you will have to make your selection via the TV's remote control.