I had the same issue with an Aardvark 2496 - four in's and four outs - no sound from anywhere.
The Aardvark thing has it's own software mixer which allows you to change the internal sound routing - I presume the Delta 1010 has the same facility.
I had to configure the mixer so that I was taking the sound directly from the PLAYBACK 1 channel, not the MONITOR setting I normally use.
Then I had to go into OPTIONS-AUDIO and ENABLE input monitoring on the specific PLAYBACK 1 channel.
That then worked.
(But it is too much a time-waster and I normally end up using my old analogue tuner anyway........)
Good luck,
Q.