Make sure the HDMI cable is attached to the ARC port on the TV as well as the AVR. I think you are saying it is, but make sure. I can't speak to Denon, but it's possible that ARC isn't enabled in your AVR. Also, some AVRs have two HDMI out ports, and only one is ARC enabled. Again, I don't know what you have but just some things to check. I don't use ARC on my two Roku TVs, so can't say for sure where any settings might be in there for enabling ARC.
Dan
Roku Stick (3600), Ultra (4640), Premiere (3920), Insignia 720p Roku TV, Sharp 4K Roku TV, Nvidia Shield, Windows 10 Pro x64 running Serviio and Plex on a wired Gigabit network.