I would make sure the soundbar is plugged into HDMI 1 Arc port on the TV then confirm the DVD player plugged into HDMI 2 port on the TV.

Do you have any other devices aside from the TV and The DVD player that you could run a test with to see if the audio is leaving the device > into the TV on HDMI 3 > sound outputting to the Soundbar.

If you find you get the same result, then your best bet would be to connect the soundbar to the TV via the Optical cable that came with the soundbar. Then going into TV audio settings and set the audio output to optical.

Doing so will allow you to control the Audio via the TV remote control, then every device you plug into the TV would route audio to the soundbar via optical cable.

Sometimes there are many variables such as making sure you are using High-speed HDMI cables throughout the entire setup. Switching over to Optical will eliminate these variables.