You can not read back CV values while programming on the main. You have to use the program track. Even then the PowerPro will not read back some sound decoders.
Not entirely true Maxman, a Digitrax layout with transponding installed and with Digitrax decoders with Transponding enabled WILL allow one to read CVs on the main (assuming you are using a DCS100 or 200). Otherwise, you are correct.
To answer your question, you are not doing anything wrong. With the NCE system you do not get read back of CV’s when programming on the main. As was said by a previous responder you need to use the program track mode to get read back.