Because both the BlueRay and TV are Sony they have a Bravia Sync Control function. So when you turn one on the other goes on too. Most brands have a similar control function. My friend has Samsung BD & TV and when he turns on his BlueRay it turns on his TV, etc.
I got a Harmony One Remote control to control all my equipment. I love it. But I had to turn off the Sony Bravia Sync in my TV so it didn't mess up the controls the Harmony remote was sending.
A few weeks ago I got a sony blu-ray player and plugged it into my sony tv via hdmi. I was surprised and delighted to discover that now, when I turn on my dvd player, my tv goes on automatically and the input is set to hdmi. Conversely, when I turn my tv off, the dvd player is turned off. That's pretty neat, and it sure makes programming my remote easier. I've been considering purchasing a receiver in order to get hdmi there as well, but I do not know if similar advantages would apply. If my receiver had hdmi, could (and would) hdmi mean that turning on the dvd player turn on the receiver and change the input if necessary? And how much is dependent on the components being the same brand? (That's important, since I swore off sony receivers decades ago.)