Easily ... you don't have the Source/Target tracks blocks set. Notice the color blocks in my image? The left one is for "source" work, media coming from the Source monitor. If you have only say an audio track 'set', you'll only get audio. To get both, you need to have both an audio and a video track 'blue'.
Yea, this is one of a hundred things that are "gotcha!" until you learn them. And oft skipped in say YouTube PrPro tutorials.