I have a Pioneer Elite SC-LX501 everything works fine except when I press the Stereo button. The manual states it should playback only from the front right and left speakers along with the subwoofer. After the stereo button is pressed its only playing from the front right and left speakers, no sub.
I'm not sure how it's setup, but try a larger variety of audio, video etc and see what happens. At least one of those should contain subwoofer data.
I'm no expert, but I'd expect most consumer DVD/BluRay videos to be setup this way. Of course, you may need to find scenes with obvious thumping so you can actually notice (explosions, T-Rex screams... ).