Typically, the subwoofer's crossover knob only has an effect if you are deriving the subwoofer info. Which is to say, running the main L and R signals through the sub then into the L and R speakers.
Most subs have an alternate method of hookup, the "LFE" mode. In this case, as mentioned above, the crossover is handled by the receiver/processor. The crossover knob on the sub is disabled. This appears to be what you are running into. Dig into the owners manual of your Denon to see if you can tweak this. Typically in that type of receiver (not higher end), you cannot adjust the crossover. If it's really bugging you, you can purchase external crossovers from companies like Paradigm.
Most subs have an alternate method of hookup, the "LFE" mode. In this case, as mentioned above, the crossover is handled by the receiver/processor. The crossover knob on the sub is disabled. This appears to be what you are running into. Dig into the owners manual of your Denon to see if you can tweak this. Typically in that type of receiver (not higher end), you cannot adjust the crossover. If it's really bugging you, you can purchase external crossovers from companies like Paradigm.