There is nothing wrong with either, I have a Tosh 42pw23 which attempts to do the same thing with my Denon 2900 connected with component also, after the Tosh auto switches to wide, ( I don't use cinema, always wide for DVDs), I then cycle through the picture ratios back to wide again, ie you tell the TV which ratio you want, not a signal from the player, otherwise the picture will start changing ratios, especially on some older non anamorphic discs. It may not be the same in the cinema aspect, as I say I do not use it.
Your other option would be to switch off the automatic format in the features menu on the Tosh, and manually set the ratio all the time
I assume you have RGB switched off on the Denon.