GarageBand recognizes MIDI Oxygen Pro but no Sound
I am using a MacBook Pro 13" early 2015 with macOS Monterrey 12.6.1. I have recently bought a keyboard controller M-Audio Oxygen Pro 61 and I am connecting both of them using the USB cable, but unfortunately, GarageBand is not playing any sound though it receives MIDI input.
I know that MIDI input is being recognized because I have run the Audio MIDI Setup utility, including the MIDI Studio and the Test Setup option. When I release the key, there is an arrow that shines.
Additionally, every time I am pressing a key in GarageBand I see that the Software MIDI track shows a green line that fades when I release the key. It even displays the name of the note or chord I am pressing. However, I am not able to hear any sound, whatever the instrument I am selecting.
If I unplug the keyboard controller and open the app with it, there is a virtual keyboard and this time there is a sound that can be hear.
I would appreciate your help.
MacBook Air 13″, macOS 12.6