I got it to work! (sort of)
TV: Panasonic
Soundbar: ****tsung
I had this problem as well, my Apple TV was connected to my TV via HDMI with an optical cable from my TV to my soundbar. I thought I would try CEC (Consumer Electronic Control) as others have suggested. CEC for Panasonic is called VIERALink, I pressed the VIERAlink button on my TV remote, there was an option for "Speaker output" but it was grayed out (****). But they I thought, technically it's HDMI-CEC! Not just CEC, so I changed my setup.
Apple TV to Soundbar input (via HDMI) then Soundbar output (via HDMI) to TV
Sure enough the VIERA Link "Speaker output" option on my TV is no longer grayed out, I changed the setting from "TV" to home theater.
Now I can do the following...
-Panasonic TV Remote: Adjust Audio, Mute, Navigate and Select (yes, I can actually use the remote arrows to do this), the remote return button works as well.
-Siri Remote:Adjust Audio, Obviously Navigate and Select and all it's other fun features.
-Soundbar Remote: Just Adjust Audio of course.
Oh and when I hold the home button on my Apple TV and the screen pops asking me if I want to put my Apple TV and devices to sleep, all three devices turn off! Glorious! When repeating this action to turn them back on, only the soundbar and the Apple TV come back on. But I guess that's alright! One step closer.
Hope this helps some of you!
Note: My Volume Control setting is "TV via IR" under Remotes and Devices (Under the settings on my Apple TV).
<Edited by Host>