Machine Control has it's own special Pre-Roll which is adjusted in the Setups>Peripherals>Machine Control area. The minimum time is 150 frames (5 seconds). During this Pre-Roll time, Pro Tools will show the cursor moving across the edit window, but there will be no playback from Pro Tools. To be able to hear the Pre-Roll, you must assign and enable it in the Transport. This value will be superseded by the Machine Control's Pre-Roll time, however, it will now allow you to hear audio during the Machine Control Pre-Roll.