Zoom H4n as an audio interface

I have no audio out anywhere if I select H4 as output. (would have thought it would go to H4… but I’m not hearing it) And as you see, if I use H4 as driver, I don’t seem to have any other output choice. It appears that Cu bypasses any system settings - is that true or is there any hope in trying something at the OS level (I’ve had no luck doing so)?