Routing audio as a loopback from the audio interface

Not from where I’m looking. This seems to be unnecessarily complicated. Audacity, the most popular and open source multitrack recording software around, doesn’t require any setting up: it checks the available ins/outs on startup and provides a handy list on the screen. Clicking the VU meters shows if there’s a signal present on that in/out. I can record loopback with barely a thought.

For Cubase, I’ve looked in the manual, on YouTube tutorials and in this forum and I’m no further forward. Audio from, e.g. internet radio which I can hear and which is recordable in Audacity is not in Cubase. How do I make this happen? I could, obviously, record in Audacity and export it in a file that Cubase or the VST sampler plugin reads. But why can’t I do it directly?

And further: I’ve tried recording into the Cyclone VST sampler plugin but no audio signal is present. You can see from the attached snips the setting in Cubase (with the audio gain turned up in the sampler plugin) - plus one of Audacity with the meters showing the same audio from internet radio. Yet there is an output audio signal from Cubase which can be seen at the bottom right of the snip. I’m very confused.