We found the same issue. I had a 5.1 receiver that I was going to use in place of the Sony unit, then add my own Blu-Ray player. What thwarted that plan is that the built-in subwoofer is passive and the Sony unit sends amplified signals to it. My 5.1 receiver had a pre-amp level output for the sub, assuming that the sub is amplified already. I really didn't want to dig out the factory sub and replace it with something powered, plus my 5.1 receiver nearly filled the entire cabinet.
What I ultimately ended up doing was to add a Blu-Ray player and sent the HDMI output to one of the TV HDMI inputs. The TV analog sound output is sent back to the Sony unit, so it's not a truly full surround sound solution, but it works.