It is true that the speaker settings on your Pioneer player only affect SACD and DVD-A playback (the signal going out yor 5.1 analog outputs). When you set the mains to large and the sub to on, then no material is diverted from your main speakers to the sub and the sub is left to reproduce only signals encoded specifically for the sub channel. (This setting only applies to music mixed in a surround format.) When you set the mains to small, then material lower than the cutoff frequency is diverted to the sub, which plays a mixture of that material and its own dedicated channel.
As to the crossover frequency, you'll need to get in touch with the product manufacturers. Most use the THX standard of 80Hz, but I've known some to use 90 or 100Hz, as well.
