old3eyes: I wonder why they would supply a set of component cables then rather than an HDMI one? Maybe the Ozzy one works HD over component and when you set NZ during the setup it's disabled..
For the same reason some brands of printers don't come with a USB cable, cost. It also gives the retailer an opportunity to make a good profit on high margin HDMI cables. But you can buy HDMI cable for $10 or less around the net