I just found a little mistake in the documentation of the Pioneer AVR Binding.
In the list of predefined commands the entries for HMG num keys are written as e.g. “HMG_NUMKEY6”. According to the source code (and my experience) it has to be “HMG_NUMKEY_6” (note the underscore between NUMKEY and 6 - took me some minutes to actually see it ;)).
Maybe someone is willing to change this mistake to prevent others from running in the same problem.