Rekordbox preview audio distorted

I noticed this problem long ago, but I usually don't use a laptop with XDJ-XZ, so I have ignored the issue so far. However, today I wanted to use my MacBook hooked to XZ via USB in export mode, so that it would be convenient to use the laptop as a library browser. The preview audio is routed to channel 3, but there is no volume setting as far as I can tell, unlike when using with a DDJ-400. The issue is that the preview audio is heavily distorted, especially on the lower end.

For a level reference, I loaded a song to one of the players with open channel and set the channel trim to 10 a'clock to have levels peak roughly 0dB. At the same time, I hit the song preview in a Rekordbox, so I can have it run at the channel 3. Interestingly enough the trim for preview needs to be set about 9 a'clock to have 0dB level.

With a split cue it is was easy to verify that the volume levels both on the master (player output) and the (preview) cue were about the same, but the preview sounds distorted like if it was overdriven. Even taking the trim down doesn't have any effect on distortion.

I tried to search for similar talk but I couldn't find any. What should I be looking for to fix this?