well... as already being stated: Since the fx-channel (or group channel) is used for summing you will on some types of effects NOT CREATE THE SAME SOUND-RESULT if you simply apply the effects to the individual drum-channels one by one.
IMHO Cubase does here simply what it has to do: A sum is a sum and not intended to be used in a "one after the other" mode. If you intend the "one after the other" mode, then inserting the effects on the indiviudal tracks or creating one separate effect channel per drum channel would be the way to go.
BTW... i definitely would do it this way, because doing the manual export with trackwise soloing is much more effort.
Cheers and good luck!
Cubase 8.0 on Win 7 ultimate 64 Bit, Intel i7, 2x Matrox Graphics Card, 5 Monitors. RME RayDat. Presonus Firestudio, DigimaxFS, Art Tube Preamp, Line6 x3 pro, lexicon mx400, Headphone preamp, Digipatch Digital Patchbay, TCHelicon VoicePro. Yamaha HS80M plus Subwoofer, Behringer MS40. Euphonix MC Control V2; Euphonix MC Mix, AKai MPD18, Novation RemoteSL 61, Novation Zero SL MKII, Automap 4. Yamaha Motif XF8; Komplete 9 Ultimate, GPO, Garritan Jazz&Bigband, ARC System, Miroslav Philharmonic, Jamstix, Various Applied Accoustic Instruments, Melodyne