Nope - it appears as an audio driver so behaves the same as physical cables (but gauranteed to be bit perfect - no jitter etc). Assuming using a driver mode in the DAW which doesn't go through Windows mixer (ASIO, for example).
Right - sorry, misunderstood that. Did you then select Custom once you'd come out of that edit box. I had forgotten All wasn't editable, so it should show the FX bins.
Preset is Custom; selected is All. Now All should mean All, but check how it's set up in the Preset Manager (or select Custom in the drop-down that currently says All).