I think the reason I kept setting levels so high when I first got my interface was because I still had this video in mind
Yes, I've always had that video in mind as well. But the major difference, what makes ALL the difference here, is that Misha is taking a line level out of the Axefx, which is a finished tone, post amp and FX. If I was plugging my HX Stomp into my 2i2, I would do the same thing he's going. But when plugging a guitar in and feeding it into a amp sim, it's an entirely different thing.