Welcome.
The 'Analog Lab' mode is for when you're using Analog Lab standalone. That's why there is an 'Analog Lab' mode, OR a 'DAW' mode. In 'DAW' mode the controller will be configured to operate the controls in your DAW. In 'Analog Lab' mode, it will be configured to directly interface with the standalone 'Analog Lab' app, as a hybrid synth. From the controller's perspective it's an either/or situation, the two things can't happen at the same time.