All DIRECTV® remotes only send TV and receiver ON and/or OFF receiver commands vis the ON and OFF buttons. Power commands for AV1 and AV2 are never sent on those buttons. only way to use ON and OFF commands if they are available is by sliding the switch to the corresponding AV mode and pressing the PWR button.
The fact the Sony is turning off indicates this is being done by HDMI-CEC and not the remote control.