Thank you Richard very much for the link
The reason is that the host studio producer wanted a back up in case of any drop out in the link. None was detected.
As the recording was one voice he felt he could refer back to the back up file if needed. I note your comment but ask if the back up recording would be almost the same to allow them to at least use an entire phrase from the back up if needed in the final mix.
They would no doubt need to add some FX as drivers on local machines and others settings would be different.
But the huge news for me is that, to my delight, I have found I can record locally on Sony Vegas while also linking to a remote studio with Source Connect all on one PC. I do not know why it did not work before but it does – it was my fault not that of the system. So the recording function in Source Connect record, as does Vegas all while Source Connect is sending and receiving the stream.