There's no difference in the signal between running through the external decoder vs PC speakers, and it's the signal that seems your problem as your bass does work just not in games. You won't hear sound from the sub in Creative's audio console. It bothered me at first as well, but their tech support at the time said it's normal. EAX is Creative's gaming standard, which at one time didn't work at all and I think (I haven't been following too closely) still has limited functionality. Creative's forums seem crowded more with criers, but there are some very knowledgeable posters there to help with issues.
One thing to consider is that the sub for a home stereo set up will be a lot more powerful than a typical PC solution. The effect of this on the sound can be impressive, and sources may not be designed to take advantage of lower frequency (PC packages tend to have much higher crossover frequencies and poor bass response at ULFs). Balancing the sub is always a compromise in the different sources in my experience. It limits me in how I do different things, but generally I'll get around it with some of the advanced menus on the PC (which is the sole audio/video source on my system, all things run through it).