It is almost certainly an improper setting, either in your Denon or in your Sony. You should have the HDMI output of the Sony hooked up to an HDMI input on the Denon. The Sony should be set to not process the sound at all; just have it pass it on to the Denon as is.
To make sure the settings are right for the Sony,
take a look at the manual on pages 27-28. Make sure that DTS Neo 6 is OFF. (If it is on, there is your problem.) The Digital Audio Output should be set to "Auto."
The Denon's surround mode should be "Standard" (
see pages 41-42 of the manual). Within "Standard", you should have either Dolby PL or Dolby PLII or Dolby PLIIx selected.
If you cannot get it to work that way, select "Direct", which will bypass the tone controls, but will make sure everything will just stay in the channel in which it is input. As long as you do not have the Sony doing any decoding or processing, this should work well, though it also means that you will be bypassing Dolby Pro Logic decoding for those soundtracks that use it.