When I connect a mobile device to my DDJ-GRV6, sound doesn’t come out of the mobile device. Why not?

Sound isn't supposed to come out of the mobile device when one is connected to the DDJ-GRV6. Connect a power speaker, power amplifier, etc. to the [MASTER] output terminal on the DDJ-GRV6 to output sound.

Note:
When connecting an iPhone or iPad with a USB Type-C port, you can easily enjoy DJing with low latency without external speakers by the following methods.
Enable [Output audio from the iPhone speaker only] or [Output audio from the iPad speaker only] in [Settings] > [Audio] in rekordbox for iOS.
If enabled, audio output and some operations will be restricted as follows.
・Listening with headphones connected to the unit is not possible.
・The audio output can't be adjusted by turning the [MASTER LEVEL] knob on the unit.
・No master audio is output from the unit.
・Audio from the microphone connected to the unit won't be output from the mobile device.