Remember, the FX1-4 mixes are aux mixes for all intents and purposes already. You don’t put an FX send on a different mix; you send input channels to an FX send mix, then add the corresponding FX return to your other mixes (LR and aux). You set the amount of wet FX return that way. Want reverb on AUX 1 but not AUX 2? Just bring up the Fx1Rtn fader in AUX 1 but not 2.
By default the FX returns are on layer 2 on the SQ-6, and I think they also default to full on, which might be why you thought they were global rather than specific to each output mix.