The Sony 4K bluray menu is NOT in HDR. It only switches to HDR when playing 4K HDR content. Did you try playing 4K HDR content? Did the OSD show up on that?

The Apple TV 4K menu 'is' in HDR when that type of output is selected. Not sure about the Xfinity box, we still don't have 4K boxes in our area yet (that I know of).

Depending on if you actually played any 4K HDR content out of the Sony 4K bluray, this still could be an issue of the A/V receiver not being able to do an overlay on HDR content. That requires much more advanced video processing on the A/V receivers part. And that Pioneer is 7 years old. Again, I'm thinking that is beyond its capability. But further testing should reveal if this is the case or not.