Weird. My parents just got a different Sony soundbar (HT-XT1) that was an all-in-one affair that the TV sits on top of. The remote control CEC/ARC stuff totally works. THere are downward facing drivers (2x6") that give it some bottom range, although you'll never confuse it for high fidelity.

I don't recall seeing anything about HDCP policies like this in the manual, so Peter's theory about the external connection might be correct. Still, every 5.1 home theater receiver has an analog line level output for a self-powered sub, so this might be an overzealous interpretation of the HDMI HDCP requirements.

If you've got the space to have a home theater receiver, then you might consider an *unpowered* soundbar. I think Polk makes one that I heard once and thought was pretty decent. You just connect left/right/center to the soundbar from your amp and you're good to go.