Your manual says the following, so it sounds like everything should be automatic and that you may have an actual bug or issue.

"Plug the headphones into the PHONES jack on the main
unit.
The sound from the speakers and pre-out connectors is automatically
cut."

This may sound silly but maybe make sure you are plugged into the Headphone out Jack and not the Setup Microphone In Jack.

With great power comes Awesome irresponsibility.