Here is what Yamaha had to say:
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During normal operation, the LFE/Bass out should be set to Both.
When you look on the bottom right-hand corner of the display you will
see certain speaker lights lit up, this indicates the signals that the
source is sending into the AV receiver. These icons do not indicate
what speakers should be getting sound. Please refer to the following
examples. Examples: L & R: are lit-up, this means that the source is
sending a 2-channel signal only into the AV receiver. L, C, R, RL, RR
and LFE: are lit-up, this indicates that the source is sending a 5.1
Dolby Digital or 5.1 DTS signal.
If you are watching DVD movie and are only seeing L & R lit, verify the
following items:
1) Make sure that you are using a digital audio cable (either optical
or digital coaxial) from the DVD player to the Yamaha.
2) Check the digital audio out settings on the DVD player menu to make
sure that both Dolby Digital and DTS are turned on.