Kronos as Audio interface - recording and monitoring problem

[Banquet]

This issue has annoyed me for some time. I had got around it by routing audio to 1 and 2 and then back to a mixing desk, so I could hear the audio but it didn't get recorded back onto a new track with vocals and this worked but now I've added a software synth to Cubase and it won't record to audio unless I re-route the audio back from 1 and 2 to the main mix - which again means I can't record a vocal without all the backing tracks getting recorded as well. I don't understand how such a complicated and serious bit of kit as the Kronos has this problem!?

Would the issue be solved if I went out and bought a audio interface for the macbook and justs used midi to connect Kronos, instead of USB?