First things first....Just so there is NO confusion, the cue send output on the back of the board I believe you are referring to is ASSN Send 1-2 (not aux 1-2). AUX 1-2 are the first two channels of the AUX buss. This is not an output, it's a signal source. The confusion happens when we send the paired AUX1-2 Buss signal out of ASSN Send 1-2 to a headphone amp for the talent but then say that we are sending the signal out the AUX1-2 outs....wrong. It can really be confusing, I know.
On to your issue...
The Monitoring section of the DM 3200 manual is on page 55. There are two ways of setting up your CR/Headphones source (remember, they mirror each other). You might have a conflict between these settings. Headroom briefly mentioned both, so I am just adding on to what he said earlier.
Right Now, it seems that you have your STEREO buss routed out through ASSN Send 1-2 to provide sound to your headphone cue sends. But, as you say, you are not getting any sound through your actual DM Desk Headphones 1-2 output.
The first thing to check are the 4 buttons to the right of the MAIN LEDs, labeled STEREO, SEL1 (AUX1-2), SEL2 (DIN1), and SEL3 (2TR in). Press the STEREO button so it lights up. Now you have assigned your stereo buss to your CR and desk Headphones output. If your DM is set up with the stereo buss going out of ASSN Send 1-2, it will now also go out CR/Headphones and you will be hearing the same thing as your CUE send out of ASSN Send 1-2.
The next thing to look at is your MONIOTR page on your display. (ALT/MONITOR) Take a look at the left side of the display. Here is where you can change the preset CR/Headphone signal sources for SEL1 SEL2 and SEL3. Make sure, NONE of these are checked. You will not see the STEREO button here because it is already hardwired to send out the stereo mix. We have already assigned the stereo buss to your CR/Headphones output when we selected STEREO to the right of the LEDs and don't want to confuse things. Go ahead and Check the Follow link Setting, although it is not what is causing the issue here. The right side of the screen controls the STUDIO outs, that's the pair or RCA outputs just above the 2TR in RCAs on the back of the board. Also not related to your issue.
Reply with your results.
There's a better way of sending a cue mix out of ASSN Send 1-2 or STUDIO Outs to your talent without effecting your CR or DM desk headphone mix that involves using the AUX 1-2 buss. Let me know if you are interested.