No audio with DDJ GRV6

I have rekordbox 7 installed on my pc. I have external speakers that connect to my pc either via USB or bluetooth, both connections work on my pc. However when I plug the DDJ GRV6 to my pc and play a track in rekordbox, there is no audio. Also I plug in the headphones to the controller and no audio comes from the headphones either.

I tried adjusting the audio settings in rekordbox with all detectable options, and no audio comes from any of them.

I have rekordbox6 install as well, but seems like this controller is not usable without a subscription on recordbox6.

How do I get audio working for this controller?