Using direct monitoring - how to?

Until yesterday, that is what I thought as well - direct monitoring bypasses the computer.

But yesterday I noticed something that made me question that idea: With direct monitoring on, the panning of the live tracked vocals followed the pan control of the audio channel in Cubase it was routed to.

In other words - even though direct monitoring was on, a setting WITHIN CUBASE affected the signal.

Does that mean direct monitoring actually DOESN’T bypass the computer entirely, just ALMOST entirely?

Thanks for any clarification …

PS I’m using a Steinberg UR28M … does it’s “great integration with Cubase” mean that it changes how direct monitoring usually works?