This will seem utterly counter-intuitive, but set your HDMI audio to off.
Why does the choice seem so weird? "On" means that the audio is passed thru to your TV, so that you may listen to the TV speakers. You need it as off if you want to have your receiver powering your other speakers.
However, the off setting is the default. If you never touched a single setting, then yes there is something wrong. If you switched this setting at some point . . . well then, you know what to do.