No effect is applied to the headphone sound.

The following FX aren't applied to the headphone sound. This is part of the unit's specifications and not a malfunction.

■ BEAT FX
ECHO, DUCKING ECHO, ECHO OUT, SPIRAL, DELAY, REVERB

For example, if you apply an effect to the channel 1 sound, the effect won't be applied even if you monitor the channel 1 sound with your headphones.
You can check the sound of BEAT FX by monitoring the MASTER.