On all SACD players, you will only get signal out of the analog outputs of the player when using non-hybrid SACDs. You need to have the multi-channel analog outputs of the player connected to get signal. This is due mainly to copyright restrictions. DVD-A will play without the analog connection because those discs feature a DD layer that will player like a regular DVD.

I don't own the Pioneer, but there may also be a setting in it for turning on the SACD output. Good luck!