Presumably, you're working on a Windows computer?  On Windows multiple apps can't use the same MIDI devices at the same time.  But there are a couple of things that you could do.  You could connect H9 Control to the H9 via Bluetooth instead of USB, or you could try to use a program like Jack (http://jackaudio.org) and connect both H9 Control and your DAW to your H9 through Jack.  (I've never tried using Jack on Windows though. So, I can't guarantee that this will work.)