There is a single pool of learning memory shared by all the device modes. If you nearly filled it with Sony signals, you had very little left for the Denon signals.

The Denon signals are just as easy to learn as the Sony signals, so if it isn't a memory full problem, it probably is a battery problem in the Denon remote. Batteries in a remote become too weak to be used in teaching another remote well before they become too weak for the remote to operate the actual device.