Official comment
Because with that hardware connected, the setting is configured through the XZ's utility menu.
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I can adjust the Crossfader Curve when the XDJ-XZ is not connected to my MBP. But when it is connected, the Crossfader Curve is greyed out, as you can see in the photo. How come? 
Because with that hardware connected, the setting is configured through the XZ's utility menu.
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Thanks