If you think about it it kind of makes sense there’s no audio without importing it. Using red as a plugin is for video. There’s nothing to reference regarding audio without importing.
You could try making sure it’s not muted and also making sure you’re doing a ram preview and at a lower res/quality. But you’re right… I’ve always found Red to very sluggish. After Effects responds so much faster than Red in all comparisons that I’ve found.
Good luck!