The Marantz manual has some details in it and goes into mentioning that some upconverting DVD players will not work with "repeaters" (despite the fact that anything HDCP compliant is supposed to be secure, otherwise why bother).

As far as I know, when you have a SOURCE -> SWITCH (AKA "repeater") -> DISPLAY type system, the SOURCE is supposed to HDCP authenticate with the SWITCH and the SWITCH is supposed to HDCP authenticate with the DISPLAY. After that, the DISPLAY communicates its capabilities with the SOURCE (for instance sound and video modes), and I believe this communications is part of the "control" capabilities of HDMI, which also support input switching and so forth. However I don't (think) I have anything that supports that, and since I don't see how this would work well with a switch in the middle, I'd hope the end devices would allow you to disable it.

It could be this is just a quirk of the DVR - what happens when it estabilishes a HDMI/HDCP connection. I also know that Sci Atl boxes have a setting where you can choose to have it always power on channel 1 (the default), any specific channel, or the last channel viewed.