I can't hear my own voice in my Blue Yeti microphone. How do I fix that?

I can't hear my own voice in my Blue Yeti microphone. How do I fix that?

I tried fixing this with the Blue Sherpa software, but it wouldn't detect my microphone on MacOS BigSur. In the end, I had to launch the "MIDI" app and check a box in the microphone properties to allow sound to pass-through: