When your watching these DD encoded movies on your cable box, does your receiver show that it's receiving a DD signal? or does it indicate PCM? I'm assuming you have a digital link between the box & the receiver. A friend of mine has digital cable but wasn't given a box with a digital coax or FO output. They charge more for that(go figure). Anyway,I have a dish with a FO output & I find that very few programs are broadcast in DD even though I know they were recorded that way. I don't have any premium channels(used to get them all but discovered that many nights there still ain't a damn thing worth watching) but still get some like TCM & AMC plus locals that show DD shows but they only come through in stereo(pcm).
My point is there's probably nothing wrong with your receiver.