Under [UTILITY] > [Settings] > [Audio I/O], in the bottom right you will find an option called Direct Monitor.
When a Montage/MODX is connected to a PC/Mac/iDevice via USB in order to act as an audio interface, Direct Monitor can be turned off. What this does is remove the direct connection between the tone generator and the Main L&R analog outputs. Therefore, the only audio coming from those outputs will be that which is received via USB.
This allows you to use your PC/Mac/iDevice as an external effects processor, able to be monitored via the Montage/MODX analog outputs without having to deal with a persistent "dry" signal arriving at the same outputs.
One particularly interesting application of this configuration is to use the virtual modular environment called VCV Rack (or miRack on iOS) as such an effects processor. Using the Stoermelder "Audio 64" module, every one of the 32 USB audio channels of the Montage can be accessed independently via virtual jacks for routing on virtual cables through any number of the many hundreds of interesting free modules available. You can even map the Super Knob to any number of virtual knobs on these modules by using the "MIDI-Map" module, allowing for complex live control of the effects processing.
Why do I call this a "secret superpower"?
Having cut my teeth on a Motif XS, I have always known this to be an option. I recently had the opportunity to play with a friend's Roland JD-Xi—my first encounter with any other USB audio interface built-in to a synthesizer—and quickly went to set up this sort of routing. After much scrolling back and forth through its settings, then turning to its manual, then searching for help online, I eventually found that this was not possible!
I was dumbfounded. As far as I knew, this was a basic feature for any built-in USB audio interface. But, to be fair, the JD-Xi is a product at a much lower price point than a Motif, Montage, or MODX. Curious, I looked into the manuals for the Roland Fantom and amazingly could not find any reference to such a setting. Neither for the Korg Kronos.
Finally left to wonder if this seemingly basic concept was a Yamaha specialty, I looked into documentation for the CP88/73 but found that it is not available there either.
Therefore, this is apparently an exclusive superpower of the Motif, Montage, and MODX. That being the case, and given the fact that Yamaha does not seem to advertise this capability as a significant competitive advantage: that seems to make this strength something of a humble secret!
I agree. It would be wonderful to save the direct monitor status in Cubase projects but it does not seem to be an option...