Roku setup

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Just moved into a new house and getting my system re-established.  I've connected my Roku stick (not sure of the model) in the HDMI port in the back of my Yamaha AVR and then connected the TV via a second HDMI cable.  The trouble is that I can't get any audio out of the AVR via my speakers, only the TV audio is working.  I've tried every conceivable setting I could find and then finally ran a set of RCA cables out of the TV into the AVR and then finally got proper audio.  Am I wrong though in thinking that I ought to be able to get good audio directly from the Roku stick in the back of my AVR since the full signal (audio and video) is already streaming through the AVR to the TV?  My complaint with this set-up is the extra set of cables that I now have to attempt to conceal in addition to the power cords and HDMI cable already hanging below the wall mounted TV.  Not the end of the world, but if I could eliminate the extra set of RCA's that'd be great!

[Strega]

I have many devices (including Roku) connected to my Yamaha AVR via HDMI only and they all work for audio and video.  I think you must have your AVR configured to only use sound from your TV?  (This sounds like an ARC set up???) I'm not sure as I've never done any ARC-type stuff myself.

I suppose another theory is the that Roku is set up for some audio format that the AVR doesn't understand, but the TV does. 

Just some guesses!