Direct Monitoring checkbox not active Cubase LE AI

In Device Setup for UR22, why is Direct Monitoring checkbox not active? The function is supposed to be available with the UR22 - one of the reasons I bought it. Nothing in the manuals, and the Video Tutorial only shows how to click it (does not mention why or when it nay be unavailable).
What is wrong here? Thanks

Hi I have the same issue. Did you get any response on this?

turn mix knob on interface to daw. press monitor button on track.

ur22 + Cubase 7ai