Sorry for the long delay,
To replicate the issue, assign effects to the selected channel as you would normally. Ensure the FX are present enough to be heard such as an echo or hall. Once you are satisfied with the level, simply mute the channel like you normally would to stop all audio from passing through. Try talking through the mic or playing an instrument through the muted channel. You will hear only the FX pass through the speakers and not the actual signal. Also, with the FX screen present you will notice the meters are still showing a signal coming in and passing through. This passes through the mains and the monitors. To fully mute a channel that has FX assigned, I have to turn down the FX master on the FX screen or unassign it from having any FX.
Hope that explanation helps you to replicate the issue.
Matt