ANSWER FROM PIONEER SUPPORT:
Unfortunately, RMX-1000 is not compatible with DJM-REC.
This is why no audio from RMX-1000 is included in the recording when recording with the DJM-REC app.
DJM-REC can record audio exclusively from the DJM mixers shown in the webpage below.
https://www.pioneerdj.com/en/product/software/djm-rec/dj-app/overview/
DJM-REC uses the digital send-return feature to record audio so that any other mixers or effectors than the DJM mixers shown above cannot be used with DJM-REC.