Short answer is you can't do that. If you use your interface for input you need to use it for output also.

Also, I assume your headphones are Bluetooth? You really shouldn't use Bluetooth when playing instruments. It's adds enough latency that you'll likely get poor results playing Rocksmith.

Long answer: you can theoretically setup asio4all to do what you want. You would need to go into the asio4all settings and make sure you have your interface input set correctly, and your Bluetooth output set correctly. I've never done this specifically with Rocksmith, but I have with a daw and it works fine once you get asio4all setup properly. Asio4all has an offline settings program you should be able to use to set it up outside of Rocksmith. I'm also not totally sure that Rocksmith will respect those settings however.