I will try to answer as clearly as I can. English is only my second language
The Zino was built on an AMD platform, I believe? So the Loudness Equalization and Room Correction was part of those drivers. I'm not sure how the Zino worked with the surround sound, but the NUC simply passes the audio through the HDMI cable without doing anything with it. Hence no settings available.
You should try to leave as much "enhancement" as you can to your reciever. Let it do all the correction and decoding if it's capable. What kind of receiver do you have btw?
What people are talking about not being supported is DTS-HD and Dolby Digital Plus. This is because the 2820 does not have the Intel IME driver which lets Windows pass those signals through a digital connection, like the HDMI cable. If you have a movie with ordinary DTS or DD sound and you're not getting 5.1 sound through your speakers, there is something else going on.
Have you setup the right speaker settings in Windows as well?
Control Panel -> Sound -> select your output and click "Configurate". Select 5.1 and go through the guide. The steps might be called something slightly different. I'm on a Swedish version of Windows.
Which media player are you using to watch your movies? There might be something weird with those settings as well.
Edit: Forgot to mention which drivers I was using. I used the driver bundle from the support site. I'm on Windows 8.1 though.