XDJ-1000mk2 using DJM-900NXS2 USB and Rekordbox DJ?

I was under the impression that you could connect a DJM-900NXS2 and a pair of XDJ-1000mk2s using PRO DJ LINK and a single USB from the 900NXS2. 

Is this a working combination?  Right now, I get the players to say Control Mode DJM-USB (A or B) but when i click on USB MIDI, nothing happens....

I am in Rekordbox DJ Performance mode, but it doesn't seem to control anything.

If I connect all 3 using a USB hub instead, of course this works.  Likewise, if I connect my laptop through ethernet, rekordbox link mode works.

Ideally, I am looking for a similar functionality as I had with my controller, just one USB plug and go.

I feel like I have something set wrong, but maybe I have the wrong impression on how this function works.  Maybe this is only for Serato/Traktor?  I feel like if this is the case, this is a step backwards in my workflow from Traktor, where i was able to just control the decks directly using a controller or CDJ2000.