On the physical board, select the mix you want to remove the FX from, make sure you’re on the later with FX return faders (top button, I think), and then bring the return fader down and/or turn the FX return off from getting sent to the mix (no physical board on hand, but after selecting the channel I think that is under the routing page on the touch screen; or there’s a way to turn the routing off that involves holding down the Assign button to the left of the select buttons and pressing select for the channel to turn on/off).
If you have the iPad app, I put together a quick (read: minimal editing) screen capture of sending FX to a mix but not LR — the steps on the app for what you’re trying to do are similar.