AThanks Giorgio
When monitoring the Steinberg by having the mix knob all the way left it monitors input 1 & 2 as individual mono inputs so they're both centered since there's no panning on the UR22 mkII
I found another post on the Steinberg forum page regarding the same issue and they also suggested monitoring through the daw to hear 1 & 2 as live stereo but to expect a bit of latency.
I just bought an A&H zed-24 console to run all my synths, samplers and drum modules through so I think I'm going to try monitoring the Steinberg back through the board instead of directly from the interface.
For years I just used a two channel interface to monitor my audio source and playback from my DAW but now that I have the board I guess it makes more sense to monitor my audio and playback from the interface all on the board.