This is what is called "direct monitoring" and it is a good thing. For direct monitoring you listen through external hardware like amps or preamps (zero latency) or through the audio interface like your Focusrite (very little latency) in opposite to DAW monitoring, where the signal has to go through the computer, the DAW and the plugins, and may have a lot of latency.
Some musicians can compensate a latency of 10-30 ms (I/O buffer 128-512) as a DAW may introduce, but most cannot and their timing suffers. It goes worse with overdubs or additional tracks played along previously recorded takes, because the timing failures tend to cumulate.
Direct monitoring is always preferable. Of course it is not that easy if we use Amp simulations or timed effects in the DAW. But often we can produce a similar sound outside of the computer just for direct monitoring and switch off software monitoring while recording the dry signal. This way you can easily get perfect timing. At least you are the only "component" who controls the timing.
This may sound cumbersome, but actually it isn't if you get used to the slightly more complicated setup. Just try the difference and listen carefully to the results. If you play better with direct monitoring, this is your way.