Very good point, Klaus.
The 1756-DHRIO module can communicate with a ControlLogix CPU in any slot of the chassis if and only if the incoming message has routing information in it to designate the slot.
I expect that the PanelMate doesn't have that routing information in it's DH+ driver.
Fortunately, the default CPU slot number in the 1756-DHRIO is Slot 0, and most users place the CPU in Slot 0 just out of habit.
Test the DH+ communication with a PLC-5 or SLC-5/04 first, if you have the chance, then try to migrate it to the 1756-DHRIO and ControlLogix.