RMX Losing high frequencies when S&R turned on

Hi,

I'm using a DJM-900nexus and a RMX-1000 through the send and return. Everything is how it should be, all levels are equal regarding volume, however it seems that when I turn the S&R on with the wet/dry at 12 o'clock, I lose some of the high frequencies and the audio sounds muddy as if it was a low bitrate. The sound of the noise effect is still nice and high so I'm wandering if this is due to the 1/4 inch cables between the two. The RMX is set to S&R on the back.

Any thoughts, please let me know, thanks.

DC