Your next step is to make a micro-macro, which is where you teach more than one command to a single key.

Two commands is easy, since the 3000 has a long learning time.

Hold both remotes (cable box and tv) opposite the 3000, and quickly press the power buttons on each. Of course, this won't be a discrete command, but you could use the same button to turn both devices on or off.

As to why the command from the cable box remote can't be learned, I cannot explain that.