Rydberg atom radio frequency sensors are a unique platform for precision electromagnetic field measurement, e.g. they have extraordinary carrier bandwidth spanning MHz-THz and can be self-calibrated. These photonic sensors use lasers to prepare and read out the atomic response to a radio frequency electromagnetic field. Most work on Rydberg atom sensors centers on radio frequency electric field strength because the sensor functions as a square law detector, unless an external radio frequency heterodyning field is used. A heterodyning field acts as a local oscillator and enables phase read out at the expense of the radio frequency equipment necessary to generate it. In order to overcome the disadvantages of a radio frequency local oscillator, we investigate all-optical phase-sensitive detection using a five-level closed-loop excitation scheme. We show that under finite detuning of the loop fields, the atomic response oscillates at the frequency of the detuning. The oscillation is transferred to a probe laser absorption signal. The phase, frequency and amplitude of the radio frequency signal are imprinted on the oscillatory dynamics and can be determined using demodulation and matched filter techniques applied to the probe laser transmission signal.