Your post looks "backwards". If the Phanteks PWM Hub is connected to the PSU SATA power outputs and then its fan connector plugged into a mobo CHA_FAN header, it should work. BUT to make it work, the fan header must be configured to use PWM Mode for control method. Your post says that is the condition that does NOT work. Please re-check.
Post back here what mobo maker and exact model number you have, so we can check what the mobo fan headers can do. There are a couple of other configuration settings to check, also. The particular header should be set to "Standard" profile (to use automatic control) and, if there's a choice, to use the motherboard temperature sensor, and not the CPU sensor. With the details of what mobo you have we can be more specific.
The Phanteks PWM Hub does not give you the features of the new PWM design. To get all those benefits (which are small, but do exist) you MUST be using 4-pin fans and you MUST be using a 4-pin fan header that actually uses PWM Mode for its control. Many mobo headers with 4 pins these days don't do that. What the Phanteks Hub actually does is convert the PWM control system from a single fan header into an older-style Voltage Control Mode system for 3-pin fans. But since 4-pin fans can use that older control system, too, you can plug 4-pin fans into it - they just will be controlled by an older system.