MIDI doesn't trigger sample playback when clicked into the piano roll view

My MIDI keyboard recently went kaput and while I save up some money to get a new one (and upgrade it, since why not? It’s broken anyway, may as well upgrade) I’m writing a piece where I’m having to click in my composition into piano roll.

I’ve noticed a weird issue. When I play the piece, all the MIDI plays back just fine, but when I’m clicking it in with my mouse, the notes I click do not play. It’s not the biggest deal in the world, but it would make my life easier if it were to do so. I’m sure there’s some setting I have turned off or changed, but for the life of me I can’t seem to find it.

Please help!

Have you turned on Acoustic Feedback?