End goal - record live stream

I have the XDJ-RX3, with Rekordbox. 

I finally figured out how to set the audio preference to "XDJ-RX3 ASIO". 

I want to have the audio going into my computer for two purposes. Recording via rekordbox, and direct audio for live streams. I figured that part out. But I only can do this in MIDI mode? Which means I have no access to my rekordbox playlists, only the entire unorganized collection?

The XDJ has to be in MIDI mixer mode to get the audio from the XDJ into my computer?