There is no sub in pure direct because bass management is bypassed. That means if there is no ".1" channel, then the sub gets no signal, as you have already discovered - no bass management being part of the point - only what is present in the recording. Using the Y probably will cause you to get some undesirable results in that the pre-outs (which are full range in Pure Direct) are active at the same time as the sub pre-out. I personally would not recommend doing this. If you want to have the sub on, don't use Pure Direct.