Because the SD channels do go out over the Components. You have the ability to redirect the output either to SD Outputs (Compostite or Svideo) or HD Outputs (Component or RBG). This is done by toggling the SD/HD button.
If you press the SD/HD button and the yellow led is lit, then the 6000 is only ouputing Video siginal on the SD outputs. It can output either HD or SD Programming on this output.
If you press the SD/HD button again, then the blue led is lit. The 6000 is now outputing on only the HD outputs. Again, both HD & SD programming can go out the this output too.
To make a long story short. When you pressed the SD/HD button, the 6000 stopped sending signal out your component cables an started to send them out your SD cables. The audio is not effected by this switch.
The SD outputs are useful if you want to record to a VCR, use a 6000 with a non-HD television, or if you just think that you get a better SD picture over the SD outputs.