There are many flavors of DD broadcast by the cable companies. Movies are usually DD 5.1, but some channels (especially the music choice channels) are DD 2.0.
If the format is DD 2.0, you will only get sound out of the center and surrounds if you engage a matrix decoder like PLII. The receiver will decode the DD but because it only has two channels, it will play in stereo. PLII and other matrix decoders can take that 2 channel signal and turn it into 5.1. Most receivers will remember the last setting, so once you set PLII, it should always use PLII when it gets a DD 2.0 signal. [I leave mine on PLII Music at all times].
Dolby ProLogic is the predecessor of PLII (and IIx). It only works on 2 channel analog signals or 2 channel analog signals that were encoded using the Dolby Surround encoder. It is really 4 channels because the surrounds get the same information (in contrast to PLII where the surrounds are stereo). If your receiver is switching to ProLogic, then that station is probably broadcasting an analog signal - with my cable that is normal as some of the stations are digital (DD or PCM) and some are analog.
PLII will work on analog signals too and you should use that instead of ProLogic if the receiver supports it.