AUX and PC Master Out

I have my XDJ-RX2 connected to my iMac via USB and I am using it as a PC Master Out through USB in Rekordbox (I am not using the RCA master outputs). And last night I tried to connect an audio source to the AUX inputs of the XDJ-RX2 but no audio was going through the PC master out. The signal is getting in there fine as the master channel strip was lighting up as well as the audio coming through the headphone output, but is it my understanding that any audio inputs going into the XDJ-RX2 won't pass through to the PC Master out USB?

Thanks for help in advance...