Did you check the iManual for your TV, either on the TV itself or by downloading the PC version from Sony support ?
(assuming it has one)
(assuming it includes this feature or you download the iManual files from the Sony website and install on your PC).
In the iManual index for my 40EX403 via "Index -> Digital Channel Sorting" it says:
" Digital Programme Sorting: This function may not be available depending on your region/country when “Digital Auto Tuning” is set to “Cable”.
Digital Programme Sorting” is available depending on your region/country."
I am not sure whether it's trying to indicate that you have to be directly on a cable TV service to have the facility; this is unclear to me.