Have you set up the routing for the Saffire?
The output faders [on the far right] of each tab send the signal to whatever speakers you select in the small rectangles above the fader.
The tabs on the mixer app are for direct monitoring. So the sound you are monitoring does not go through Cubase at all.
On the Pro24 we use the first tab for our main monitors. So on this tab we can listen to any input through the studio monitors without running Cubase at all.
On the second tab we have a headphone mix, the third is routed to the subwoofer, and the fourth to a centre mono speaker.
In Cubase you create a track, select input three in the inspector and record. 