DIRECTV found code for my Sony reciever but instantly forgets it (?)

I have a DIRECTV with the white remote.

I just added a Sony receiver model str- dh790.

When I turn on the U-verse, it automatically sends the prompt at the right hand bottom corner of the screen asking to "change audio device" because it sensed a new device I think.

I go through the prompts and find the code that turns on and off my new Sony receiver and I confirm it by the prompt which says "It Worked" then I hit done.

But when I press the OFF button on the white remote, the new Sony reciever stays on.  and when i turn the TV turn back on, it prompts  the same "change audio device" again like it never saved..

I have gone through the setup several times.  Any insight on this?