UR 44 Audio Outputs connection problem

I’ve used Cubase (currently 11 Pro) for years using the UR 44, connecting the Main Outputs to a Pyle Amp then to the stereo speakers. I recently decided to use the Cubase through my computers HDMI connector to my Pioneer 5.1 receiver connecting the speakers accordingly.
Acer 895 - Windows 10 - Cubase 11 pro.
on playback - no sound out stereo 1 / mix 1L and 1R.
If I click on LOOPBACK in the UR 44 Hardware Setup - Full sound
Add an audio track, connect mic, mono1 -stereo out - All previous tracks looped into new track along with the mic…useless recording!
Unclick LOOPBACK - mic recording level good, going to the receiver/speakers as it should, no outside interference but no sound from the other tracks.
In order to play along and record with the other tracks I would have to connect my headphones into the UR 44.
What am I missing here? Why can the new track connect to the receiver/speakers but the other tracks not?
Help Please!!

Hi pressure
You are no longer using the UR44 for playback, but instead the built in sound card in your computer.
The simplest solution is to drop the HDMI idea and connect just like you did with the pyle amp, analogue from UR44 to Pioneer.
Afair there is no meaningful way to use the hdmi out on your computer with cubase, but I could be wrong. I mean, you could maybe use asio4all for the hdmi, but then you would lose input unless you tried to use the ur44 at the same time, something thar rarely works even though it can supposedly be done.

Thanks for your response Stummer. The quality of sound using the HDMI to the receiver is far superior, so I guess I’ll just have to use the headphones on the UR 44 when recording and leave the LOOPBACK on with playback. unless someone comes up with a better idea.