I can understand your frustration, but give us a break too, as I'm alittle frustrated by your assumptions and the fact that you want us to make lots of guesses as well.
So I guess you are assuming that the Denon pre-out is supposed to drive the sub (it may or may not- I am just not familiar with this approach- and I would suspect that it might present a strange load to the unit). And you are also assuming that it is working properly. You may be certain of this, I am not.
And now because we can't simply guess what the issue might be (heck, the symptom even sounds like it could be a bad cable!) you are now upset with the speaker and jump to the conclusion that is a bad sub, etc. And it may be exactly that. I have no way of determining this off hand from the information given.
Does the sub work using a regular speaker out?? How about determining if a known good source works? Verify the cable by substituting it for a similar known good cable (of the same type) to eliminate it as a potential source of problems. Do you have another powered speaker, or an amp that you could use the pre-out of the Denon as a source source in order to verify the pre-out's proper functioning? There are many steps to verify individual component functionality and to break the signal chain down into simple functional blocks. In this way you can isolate individual components instead of presenting us with a complex system and saying "OK, what is wrong?"
So if you are willing to move step by step and to more atomistically isolate and verify a few components, I suspect that a few here can certainly help with a few suggestions that might help resolve the issue, be it a connection issue or a malfunctioning component..
If the product was a return, one should probably verify its function before leaving the store, as you should wonder just why it was returned. And if someone did do something to it they are probably not going to tell the store. And I have no idea how BB checks anything, as I personally am not impressed with them as a retailer. But that is just my opinion based upon my experience... And I am pretty sure that others have differing opinions. And it probably varies to a degree from store to store.
So we have lots of variables. And I know that Mike (Colter; above) is almost too willing to do whatever it takes to help you! It won't be the first time he has done so! Klipsch is lucky to have him on their team. Give him and us a chance! But that being said, I can understand your frustration! I know I would want it up and running before I even had it out of the box!
If I was to write that my truck doesn't work despite the fact that I put gas in it and the radio plays, can you accurately diagnose the problem? 
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Dorothy: How can you talk if you haven't got a brain?
Scarecrow: I don't know... But some people without brains do an awful lot of talking... don't they?
Chico: Hey, wait, wait. What does this say here? This thing here.
Groucho: Oh, that? Oh, that's the usual clause. That's in every contract. That just says uh, it says uh, "If any of the parties participating in this contract is shown not to be in their right mind, the entire agreement is automatically nullified."
Chico: Well, I don't know...
Groucho: It's all right, that's, that's in every contract. That's, that's what they call a 'sanity clause'.
Chico: Ha ha ha ha ha! You can't fool me! There ain't no Sanity Clause!
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