Are you setting bit 6 in every control byte sent to the device?
Yes, that is the output enable bit, thanks. If you don't set it then the output pin is high impedance.
In fact when outputting a ramp just to the D/A the ramp also appears on the analogue input A0. By grounding the A0 input or sending it to the supply you can actually stop the ramp and send the analogue output high or low.
There seems to be some sort of coupling between the two. I have reluctantly orders another chip to check if this one is damaged in any way as I have had it a few years an it has been in several boards. Maybe the input multiplexer is shot?