No setting or option listed in the manual. Here is the only and somewhat vague instructions for connecting the wired controller:
Before using wired controller, connect the wired controller to the main machine and ensure that software or app isn’t connected. Connect PXE-0850S wired controller to PXE-0850S machine and power on properly.
So there's a main machine and the dsp machine
There's only one way to connect the wired controller to the dsp so that isn't the problem. I always turn the power on with the controller plugged in and with no software running, and no laptop via usb or bt device connected. The manual then goes on to describe the various functions the controller does. Unfortunately, mine never changes from the powered-on screen to the functions screen- it should do that automatically.
Edit: usb cable was plugged in backwards. The installation manual states that it only goes one direction but the user manual doesn't. So all is well