No effect is applied to the headphones sound. Why not?

The following effects aren't applied to the headphones cue sound. Turn the [MIX] knob to the [MASTER] side to hear how the effect sounds on the master sound:

■ BEAT FX
Echo, Time Sweep Echo, Ducking Echo, Echo Out, Spiral, Helix Out, Delay, Reverb, Duck Down

■Filter FX
Dub Echo