Hi Harry,
Final Cut Pro overrides the system sound preferences. In Final Cut Pro, go to Final Cut Pro > Audio/Video Settings (or use Cmd-Opt-Q). You should see the option for Audio Playback.
That said, monitoring audio off the Mac’s output when viewing video off the card will most likely give you audio sync issues as the 2 output devices are running off seperate clocks.
regards
Kristian Lam
Blackmagic Design