Radeon 7700 XT eGPU won't boot into gaming mode (ROG Ally X)

I finally got my eGPU setup today and eagerly tried to run the Radeon 7700 XT card on my brand new AOOSTAR dock. The results were very mixed. First, I cannot switch to gaming mode while the eGPU is connected. Every time I try, the game just forces me back into desktop mode and loads Steam there. Using terminal commands in desktop mode, I can confirm that the 7700XT is connected, detected, and working. I get full PCIE speeds (16 GT/s) and the Steam games run OK in desktop mode.

How do I get back to gaming mode? I should note I first tried to start the eGPU while the Ally X was in gaming mode. In gaming mode, the system doesn't detect the eGPU at all and shows only the internal video card.
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Radeon 7700 XT eGPU won't boot into gaming mode (ROG Ally X) - Universal Blue