I've tried with and without device control, same result, video but no audio on the recorded DVCPro tape.
On a side note, was surprised by the behavior of the Export to Tape dialog. Typing directly into the "Assemble at timecode" field a value such as "23:58:15;00" results in the field showing "23:58:14;29"
And the preroll field setting, if I type a value in, actually overrides my "Assemble at timecode" value. So if a 5 second value is entered into the preroll field, recording on the tape actually starts 5 seconds before the value in the "Assemble" filed.