If you want to record to the looper while the delay is bypassed, you’ll need to ensure you’re in Buffered Bypass mode. If you’re in True Bypass, the pedal is being mechanically bypassed, which means the looper doesn’t have any input signal to record.
To switch to Buffered Bypass: You can set this in the Globals menu. Select BYPASS, and change to BUFBYP. Alternatively, you can set the last preset you were using to have Delay Persist ON, which essentially turns on Buffered Bypass for that preset. In the Params menu, select PRSIST, and change to ON.