Hi,
If you can record trough the Audiobox then thats probably where the output from Studio One is routed. The Macbook Speakers will not be in use. Have you tried listening trough the MainOut or Phones connectors on the back of the Audiobox?
If you want to use the inputs of the Audiobox in combination with the internal speakers of the Macbook you can set up an aggregate device in OSX audio and midi preferences.
Besr,
-Frank