You're not wrong. And in my opinion, even though I'm overall very positive so far about X2, this is quite frustrating.
To be fair though, this never worked both ways with fx chains from what I can tell.
I mostly use pc fx chain modules for hooking up my Waves h-eq in Neve mode (or inserting Slate Digital VCC at the end of he PC which doesn;t really need interaction).
The way I deal with it, is only control the fx chain parameters from the fx chain module even when the native fx gui is open. You may have to deal with two interfaces controlling one plugin when it's gui is open but at least it works.