Hi you,
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!
Ernst