The reason being is that Zone 2 and Zone 3 are analog (2 channel stereo), and the receiver does not convert the Main HDMI/optical/digital coax signals to analog- they are digital.
So, whatever source you want to play on Zone 2 or 3, need to be connected using analog connections (RCA stereo red and white), then you would follow the instructions on page 76 of the manual to activate and control the Zone 2 source:
NOTE: If you're using a source such as a cable box, that's connected to the receiver with an HDMI cable, then you would need to get a small optical converter, and connect to the cable box "optical" jack and then access the red and white audio outs from the converter and connect to any Stereo "Line In" (RCA red and white only) on the receiver.
Additionally, if you're using a device such as a Blu Ray player or Roku, which does not give the RCA out, or optical out (to go to a converter), then an HDMI "Audio extractor" is needed, which is at the following link. It inserts in line to the HDMI signal, and then you simply tap into that using RCA red and white cables:
I realize this may not be the answer you'd hoped for, but most all Home Theater receivers are designed to only output the audio using RCA red and white- to the Zone 2 and 3 outputs.
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