No, it comes through on the analog only, if I'm not mistaken. I have one BTW. The 1400/5790 has component upconversion, so the OSD would be present through the component input.
Actually, this is not too big of a deal. Keep in mind that some TVs can't properly display signals from the receiver because they might be incapable of doing this. You can still connect a standard composite or S-Video cable between the receiver and your TV to display setup information when you initially setup the receiver. The only thing that will not be present is the display information on the TV each time you change the volume on the receiver.
My current Onkyo TX-600 only outputs info on composite so I'm used to it with my Panasonic AE500u. Just interested in being able to see it onscreen without turning on my monitor.
I actually have a little 4" LCD monitor mounted on my table for onscreen display and DVD-audio discs. It's pretty handy and was about $60 at compgeeks...