At this point, the FX channel should automatically be soloed too so it can be audible but it isn’t.
The best workaround I’ve found is setting up solo defeat on all FX channels so they always stay audible no matter what, but it really feels like this should not be necessary.
Honestly this doesn’t make sense to me personally and is not the way most other DAWs work either.
I think that Cubase should be smart enough to solo the FX channel once I’ve created a send to it without forcing me to do it myself. Because if I’ve created a send, then I clearly want to hear it.
It’s these little things that DAWs like Studio One get right, and all these little things add up and are what make a DAW more intuitive.