This is already an old thread, and you might have an answer, but here goes:

Are you using only one video output of the AVR? If so, which one is it?
Or, said differently,
What monitor input were you using when you could see the display of volume, sound mode, etc? When you select PC as a source on the Denon, do you have to change the monitor to a different input?

What kind of cable and connectors are used to get the PC signal into the Denon?

This is intriguing in part because (just guessing here) the Denon might not "think" there is an audio output from the computer. Does the Denon have audio input jacks that go with the PC video input right out of the box? That is, did you have to program the Denon to associate an audio input with the PC's video input? If so, it could make sense that the Denon doesn't show any audio adjustments.

Most receivers I've seen that display info on the screen only do so through one output, and it's not selectable. And most of them have been on the plain old video output, too!