This is by design. Not everyone wants the HT on when they turn on TV. Still, it would be good to have an option.
You could use the HT remote instead of the TV one. It should turn on the TV when you press "play".
anynet+ configuration to auto power on the HT
Re: anynet+ configuration to auto power on the HT
I can't advise on firmware. My suggestion would be a universal remote with "macro" capability that could control all 3 devices and switch them on sequentially - STB on - HT on - HT play (or TV on - Tools-Anynet-Receiver on). The TV does have a "Power On" infra-red command: though there's no button on its own remote, this can be used in a macro. With 3 (or more?) devices, a universal remote is a good idea, anyway.