Well, here's the instructions straight from the 6EXA Super manual:

To use the trainer cord:
1. It is best for the instructor to use the transmitter that is already set up for the model to be flown.
2. If the student's radio has PCM/PPM capability, set it to PPM.
3. If the student's radio has a plug-in RF module, remove the module.
4. Collapse the student's antenna and fully extend the instructor's antenna.
5. With the transmitters off, connect the trainer cord to both radios. (On the 6EXA the trainer
jack is in the center of the rear of the case.) Do not force the plug into the transmitter and
note that the plug is “keyed” so it can go in only one way.
6. Turn on the instructor's transmitter. DO NOT turn on the students transmitter it will automatically “power up,” but will not transmit a signal. Set the servo reversing and trims of the student's radio to match that of the instructor's.
7. Turn on the receiver switch in the model. Depress the trainer switch on the instructor's radio. Use the student’s radio to
operate the controls (ailerons, elevator, rudder, etc.) and observe how they respond. Make any adjustments necessary to
the student's transmitter to get the controls to respond correctly.
8. Check to see that the trims are in “sync” by toggling the trainer switch back and forth a few times. The controls on the model
should remain stationary. If the controls do not remain stationary, this indicates that the trim settings on the student's radio
do not match those on the instructor's radio. Adjust the student's trims as necessary.
Note: When the instructor initially depresses the trainer switch on his transmitter, there will be a one-second delay before the
student takes control. In most situations this momentary delay will go unnoticed.

So if you're having to turn on the student transmitter, I'd suspect something is awry with your buddy box cable?