[old_tv_nut]

All NTSC video pictures *should* include setup, that is, black=7.5 IRE and white = 100 IRE. The VCR idle screen may not include setup because the idle screen generator may be too simple and just make black as 0 IRE. If the black on the idle screen gets cut off, who cares - there is no detail in that area, and it reproduces as black anyway.
But- actual picture material should have setup of 7.5 IRE.

The thought that briefly passed through my mind was "is there some mixup of PAL specs and NTSC in the gear?" PAL used setup = zero.

Setup was one of the worst ideas of the original NTSC, put in there to prevent circuits from accidentally clipping lowlights. The second NTSC should have thrown it out rather than just tightening the tolerances. The result was that in most analog cable systems it was misadjusted and varied annoyingly from channel to channel. It was identified as one of the major variants in image quality by industry groups and a campaign was undertaken to at least get the broadcast stations more uniform.

Hard to say what's going on with your gear, but if you are using only analog outputs (no HDMI or etc. between devices), they should all have setup. Given the mess with setup over the years, they may just all be wrong.