Necromancing this thread: I wanted to use my iPad Pro’s internal speakers simultaneously with the iConnectMIDI2+'s MIDI ports. @fortes pointed me in the right direction, but I had to unselect all options under the ‘USB Device Jacks’ section of the ‘Audio Info’ tab.
Also, it looks like this is only possible with iConnectivity’s old software, iConnect. I couldn’t figure out how to do this in their new software, Auracle.
Finally - iConnect is very flaky on iOS (it looks like a very old app). I had more luck on my Mac.