Well, it was the same way with my older V2-400's...they would play out of the front, but not out of both. If I use a Y adapter it will work just fine, but it seems to defeat the purpose of having four speakers if you can only listen to music in 2 speaker mode. It can't get nearly as loud.
And to answer your question, yes, if I plug the purple plug into the first audio out, then they work just fine. It just seems that when both plugs are in all four speakers don't work together.