There's nothing wrong with your DVD player. The pink noise built into the receiver is broadband and therefore measures fairly accurately on the meter. The pink noise on the test CD is narrow band, that is, much more frequency specific so you can hear the difference because you're moving your head and getting info from two separate positions (you two ears which are blocked by your head) at the same time. The meter's mic "hears" with only one ear and it doesn't know that it's reading much narrower band info. All it knows is that it's trying to average the sound it hears over a much broader frequency range.
The deal with the Rives disc is that that it actually has to boost the frequencies as they go lower so that the Radio Shack meter, which has C weighting can "hear" these frequencies as being level. That is, C weighting starts to chop off the low frequencies it wants to "average" so the Rives disc boosts the frequencies back up to compensate.