Update
Spoke with Joe at PG tech support. He informed me that the Chord Builder does not/ will not/ can not play through the DXi Synth. So, even though my song set up is playing through the DXi Synth properly here's how the get sound from the Chord Builder.

Chose a different "Midi Output Driver". But leave the VSTi/DXi setting so they are working with the song. Ignore the warning that you wont get sound output due to the "Use DXi..." being selected.
Both my Microsoft GS Wave Table Synth and my hardware synths (SD-20 or Juno) produce sound for the Chord Builder while the song plays through the DXi Synth with out the need to switch back and forth.
This works fine for the. The only downside is I don't hear the chord with the actual/exact tone as what my song will be playing. ex: Cotote Forte 90 Pad Warm Slow sound quite different from the Microsoft Wave Table Synth. Non-the-less I do get a close rendition of what the chord will sound like before I enter the chord into the song.

Does the noise in your head bother me ?