Under the rules governing HDCP content protection of HD signals, only the HDMI can be enabled when HDCP encrypted HD signals are being displayed. The Sky HD box used to get round this by having it's own encryption on top of the HDCP and ignoring it, but you will find that all new SkyHD boxes ONLY have HDMI outputs, no component o/p anymore. Google HDCP for more detail.
This is to stop HD copies being made and yet another example of the US film studios and broadcasters imposing their will on the world!.