I feel your pain. I've had Pioneer, Onkyo, Panasonic, JVC, Marantz, Yamaha and Denon receivers. They ALL have this problem. Please let us know what you discover.
It is the anti turn on/off thump circuit.
A lot of amps and or power supplies let a speaker damaging thump through on turn on and or turn off.
There are a lot of ways of skinning this cat. A lot of circuits rely on waiting for signal draw or output from the power amp before speaker connection is allowed. This can involve relays or MOSFET switching.
Sensitivity of these circuits vary, and so you may have to turn up the volume a little before the speakers will be connected.
This seems like an awful fuss over a minor problem.
If you don't kike it the solution is more expensive refined equipment.
This is not a fault, but just a protection circuit doing its job.