The issue might be you are trying to send out the wrong CHANNEL. Fanuc controls have CH0, 1, 2, etc and when you are changing parameters, you have the abillity to send and receive out various channels.
For example, you could load machine data into the control on CH0, and output OFFSETS, or PROBE Data via another port, CH1. Therefore, when you are attempting to PUNCH the data is going out a Channel that does not have a cable attached, therefore DSR is off.