My Denon AVR can certainly play audio without a TV being connected. I think that the problem is more likely to be the drivers on the PC itself.
Firstly you need to make sure that the HDMI display audio is showing in the list of 'Sound, video & game controllers' in 'Device Manager'. I don't know if it is an Intel or AMD chipset in your laptop but regardless you should still have an entry for it.
If that is not present then there you won't get any HDMI audio and it is possibly a graphics driver issue.
Assuming this is present correctly then you need to check the available playback devices. Goto the speaker icon in the taskbar, right click and select 'Playback devices'.
You should see something like this:
Make sure that the DENON-AVR is in the list and make it the default. It may not be neccesary to make it the default but for the purposes of troubleshooting I think it is worthwhile.
Once again, if this entry is not present then you won't get HDMI audio.
Assuming this is cerrect then goto MC options and you should be able to select the following:
Hopefully this helps you out. If I can be of any more help just ask.
Russell