I suspect that the reason you need a phase correction is the phase error between the two channels of your built-in audio device. On my MacBook Pro, I had to use a phase correction of around 4 degrees (with 1 kHz sinusoids). By measuring the phase response at 1 kHz between the two built-in input channels, using the Dual FFT Analyzer, I found the phase error to be 3.7 degrees.
The best way to perform your demonstration would be to select the same output device in your XY Plotter that you are using in the Signal Generator (i.e. the built-in audio of your Mac). When you do this, the signals do not need to be routed through an actual audio device. Instead, they are routed directly from the Signal Generator to the XY Plotter (although, the signals will continue to be routed to the output device, so you can hear them, if you desire). Then, you will see a straight line in the XY Plotter when you use 0 or 180 degrees of phase in the Signal Generator.
Ben