No Audio from DJM 900NXS2 when connected to Rekordbox in Performance Mode

This is something that I remember being able to do in a previous version of Rekordbox.  Today I am running Rekordbox 5.8.1 on a Windows 10 laptop.  I have my two CDJ2000NXS2 connected to my DJM900NXS2 via RCA cables and all the gear connected via Ethernet cable through a Ethernet hub (ProLink).

I have connected a USB cable from the DJM900NXS2 to my laptop.  I changed the software to Performance Mode.  On the mixer I changed the Source selector to "A".  On the CDJ's I have pressed the Link button - Pressed the Rotary button to enter Control Mode (DJM-USB A), pressed the Rotary button again when asked to "Push to Connect".  Once this is done I see that I can control my laptop from the CDJ's.  The WAV forms are shown on the screen as well.  When I press the Play button I see the WAV move.  But I do not see the Level indicator change on Channel 1 and I do not see anything in the Master Levels.  

What am I doing wrong or what step has I missed?  Thanks for your help.