Respect to the answers you have received so far on this but I am beginning to think that they will not fix the problem no matter how many times you reset or re-pair things. I have the same problem but with a different AV unit. My AV is paired with the 360 remote for sound control but not for on/off control. My cables connect three units in line. ie 360 box connected to AV unit and the AV unit connected to the TV, all by HDMI cables. The remote can only communicate with the 360 box, so whatever language the TV box speaks goes first to the AV and then travels on to the TV. So the volume control command from the 360 box reaches the AV unit and it works! Lo, they speak the same language! But it seems that the on/off word isn't in the AV box vocabulary. It has clearly been spoken because it passes through the AV unit to the TV, and the TV obeys.
I think that I am going to either continue using two remotes when it comes to switching off, or roll up my sleeves and try and find out from my AV unit manufacturer if I can tweak whatever settings menu it has on the AV unit to find a setting that has a better vocabulary paricularly including the 360 on/off word! Its the AV unit that needs educating.
Or........perhaps the 360 box can speak another language that both the TV and the AV box understands. I have paired the AV unit using both methods available on the 360 box ie auto pair and by putting in the AV unit model make and version number, but that doesn't fix it. I suppose, if I knew them, I could try manually putting in other model numbers from my AV manufacturer until it worked.........but I haven't got the will to do that! I can watch TV and control the AV unit volume all night without getting up so whay bother. Then, at bedtime, I get up and swith the AV unit off with its own remote. Far less sweat than trying to make the 360 promise work!!