This is because the interface's direct monitoring is enabled. This is the signal that goes direct from the interface's mic, line or inst input to the output without going through the computer so that you can monitor while recording without any latency (delay). If you wish to turn this off you should follow the directions for your interface below.
Interfaces that use Saffire or Scarlett MixControl
Select Routing Preset > DAW tracking
This routes DAW 1 and DAW 2 (outputs 1 and 2 of your software) to all pairs of outputs and disables
Scarlett 2i2 and iTrack solo
Switch the direct monitor switch to "off" on the front of the hardware.
Set the direct monitoring knob all the way to the "Playback" side on the front of the hardware.
Mute or turn down Inputs 1 and 2 in Forte Control.