I thought i was going crazy after I read your post. Crazy because I absolutely observed the situation where FX was not shutting of pro channel.
After playing around, and doing the following, I was able to get prochannel to not be affected by FX.
Load up a project. Click FX. Then click the prochannel off, then click it back on.
Now hit FX, then again. Pro channel stays on. And I can not get it to work with FX again until the next time I load up.
I had that happening with a number of tracks. It would be nice if it did not happen.
Rick