Here is what I know. Usually the HDMI cable functions both as your video and sound. But with the AV cable you can actually use the HDMI cable just for HD video and use the AV cables for your sound. This was perfect for us because we haven't upgraded to an all HDMI reciever yet. Nowadays the new TV's are all HDMI and in order to have great surround sound with HDMI cables you need an HDMI reciever, but with this Blu-Ray player you can actually have the older recievers that just use the AV cables. It was the perfect combo for us. We love it.
RCA A/V cable is the basic (analog) connection. But why they do not supply HDMI cable is a good question, and I wish I have a good answer for that. But from what I seen from HDMI connection, turn on your TV with HDMI the disc player automatically turns on itself. Or if you hit the "play" button on the disc player, both TV and disc player turns on.
I wish I could help you but this blue ray was a gift to my son and his wife for Christmas. All he remarked about it, was that it was such a clear picture and was easy to use. I don't know anything else.