The reason is because of how these apps work. The "real" DirecTV remote uses IR signals to control your TV (and DVD player, etc, if you have it setup to do so). Android devices are not capable of emitting IR signals. Remote Control apps made for mobile platforms (such as Android or iOS) use your home network to send commands to the device it controls (in this case, your DirecTV receiver). In order for this to work, the device being controlled not only needs to be capable of connecting to your network, but it also needs to contain software that was written specifically to allow it to be controlled over a network. In fact, up until around October 2010, your DirecTV receiver could not be controlled over your network. While there are a very small number of TV sets out that have the ability to be controlled over a network, almost all of them do not. Even so, some of those that do need to be "hacked" in order to make it work, which is something that most people are not going to do.
On The Other Hand... (11/21/2012 ---> Check this out!)
I realize that some people do have network-enabled televisions, audio receivers, etc. I'd love to add support for these (volume and power only... don't get too greedy!) but adding support for multiple device brands is a bit much for an app that is meant to control a DirecTV satellite receiver.
But, there is a way I could easily integrate this into my app. Much like my Shortcut Add-on allows you to create shortcuts to buttons, favorites and macros (and use them outside of my app), all it would take is an app that controls your TV or audio receiver to add similar support for external shortcuts or intents. If there were a way I could send a command to toggle TV power or adjust volume from within my app to the other app, I would add that feature. So what you need to do is ask for shortcut or INTENT support to be added to your favorite volume-controlling app. If it does get added, let me know and I will add support for it to my app.