Sanderxpander
If you want to record dry but have your interface provide some FX (eg for vocals) you cannot do this properly with the MOTU. You can apply a bunch of FX to an output pair but that is not the same thing. You would be putting the same reverb, eq and compression on the entire mix going to that output. What you want to do is craft a nice vocal sound using the provided tools (compression, EQ and verb) and then add the backing track separately while recording dry.
Let's be clear that effects we are referring to are EQ and Dynamics, as it's already acknowledged that reverb can be placed on an input signal without being recorded. It is as you say above for recording the signal dry, but this really should not be a big deal. Please hear me out?
What are the main reasons for wanting to record the input signal dry while using effects of the audio interface?
1) Isn't it so that a user wont have to commit to the wet signal, and be able to use or try out other plug ins effects, internally, in the DAW. Then, when you decide what effects and settings you want, after trying out different ones, you destructively apply the effect. In this case (or in other words,) the wet signal wont be applied destructively (or it will be discarded,) and the user will try other plug in effects. If you're not gonna commit to the effects, there should be no issue using the MOTU, in this case. See 2) below for the reason why?
2) Isn't direct monitoring another main reasons for wanting to record the input signal dry while using effects of the audio interface? With CueMix FX it is possible to "craft a nice vocal sound using the provided tools (compression, EQ and verb) and then add the backing track separately" and monitor the effects and backing tracks with zero latency, in playback mode. The only difference from what you point out is recording the dry signal while doing so. The worst scenario would mean, you would have to record one take without the EQ and dynamics effects turned on. "Oh no man, this singer is hard to record. I have to get him recorded on the first take, and the artist and I need to hear all the effects on the vocal while I record the vocal." No problem. Use plug in effects in your DAW. They are usually of better quality, anyway. Using plug in effects in your DAW, you can record the dry signal. MOTU audio interfaces have good drivers that enable their audio interfaces to perform well at low latency settings, so there should be no noticeable delay when enabling input echo to monitor the effect plug ins.
So, I don't think it's such a big deal if an audio interface doesn't have the feature which allows to record the input signal dry while using effects of the audio interface, if an audio interface has the feature of direct monitoring of it's inputs with effects. Usually, the effects that are being monitored wont be committed to anyway. But if you're gonna commit to effects, we already know the MOTU unit will record them. It would be cool if the CueMix FX allowed for recording the processed input signal dry, as is the case with some other audio interfaces, but I don't think it's such a big deal that it records the processed signal.
Sanderxpander
This seems to me entirely expected behavior of a recording interface with DSP fx. Even my aging and limited E-MU 1820M does this. As does the super simple 0404. I definitely think this is worth noting to the OP.
Well, it's no show stopper for me, for reasons I explained above. The Fireface UCX cost $1,599, and the MOTU 828x costs $849. A unit that costs hundreds more ($750 more according to Sweetwater pricing) should have better features and higher quality. And it's usually risky to buy new gear (the 828x is new,) as bugs needs to be ironed out. I've pointed out these things over and over in this thread. But MOTU units are decent good quality units, at reasonable prices, and I just had to point that out.
Cya around.