The Macro buttons (such as most of the Video Input selecton buttons on Sony receivers) have multiple codes. Universal remotes are designed to be capable of handeling a single code at a time, and so are overwhelmed when a whole stream of them are sent out.
The Pronto managed (sometimes) to learn the very first signal from these strings, which did indeed change inputs on the receiver. The take control said it learned something about 1 in every 5 tries, but when I tried the code it didn't do anything. It's possible it was learning the LAST code, which I have no idea what it does. Basically it's a real pain. The Take Control's built-in codes for Sony Receivers didn't have all the ones I needed.
The RM-AV2000 comes pre-programmed for Sony receivers. It can't learn those macro buttons either, however it has alternate buttons that are single code only and just switch the receiver on to the proper input. These can be learned by any remote control. Since the Pronto allows users to swap files, you could download the proper codes from someone else.
I believe with some work there's even a way to swap codes via email for the Take Control.