Hey man! I do audio professionally. Stumbled across this. From what I remember and quickly googled to confirm, Audacity doesn't necessarily play nice with Asio. Asio isn't actually a driver in the normal since, it kind of opens as an extra layer to actually communicate the audio. I have an M-audio interface hooked up to my Windows 10 rig. It won't record in audacity either I have to use my Zoom recorder if I want to use audacity. I can get sound OUT but nothing IN. Windows 10 by default still treats alot of audio interfaces like speakers. I have the More advanced Behringer mixing console with the 32/32 interface I use for recording and same exact thing only sees it as a microphone is asio supporting software.
There are ways to get asio working in Audacity if you are more patient than I, but you may want to either dabble with another program. Depending what you are doing, there are other free software that has asio compatibility. For podcasting, maybe Wavosaur is enough. Maybe Reaper, or Tracktion(may have the name wrong) for music.
Though Windows 10 has improved by miles with audio in recent updates it still isn't ideal. Sadly there is a reason why so many of us in the field use mac or if we are savvy use linux.