Problem
The metronome doesn't sound during lead-in (count-in) when recording at the beginning of an arrangment.
Cause
Negative time has been disabled in External Sync settings, most likely because a synchronized DAW doesn't support it.
Remedy
Enable negative time in External Sync settings. The Audio Engine supports negative time and you will be able to record phrases from the very beginning of an arrangement with a pre-roll.
If you are synchronizing with a DAW that doesn't support negative time, you need to set Global Pre-Roll (Measures) to at least one measure and move your containers to the right accordingly.