I have the same problem with my LFM-1 EX.
The auto sensing circuit is not very sensitive so the sub will not come on until it sees a certain signal strength so at low volumes the sub will not come on automatically.
If you crank the volume up then it works just fine in the auto mode.
What I do is just turn the sub on and that way it works just fine even an the lower volume settings.
If you are not comfortable leaving it on all the time then just switch back to auto mode when you are done.