It doesn’t quite make sense as a configuration, so I wouldn’t be surprised if it doesn’t work.
Auto-channel is for feeding notes from an external source to the currently selected track - which might even be a MIDI track.
For sure, Ableton here is an “external controller” - but it’s a multi-channel controller that could itself be driving multiple tracks on an Elektron device. Given your DAW probably can do what the Auto Channel does (pick a track, play notes, hear the notes from the desired track rather than the channel the controller was sending on), it makes sense to me that it wouldn’t work over OB. If it did work, the sound you hear wouldn’t be predictable based on what you’re doing in the DAW, which works against the aims of OB.
Thought experiment: Imagine you had two tracks of MIDI in your DAW, one on channel 1 and one on channel 14. Now, on the Elektron box select the track that’s assigned to channel 1. What notes will you hear?
Obviously I’m not able to “fix” your problem with this perspective. I wonder if the design was intentional tho’.