You have sends on Group 1 and Group 2 that go back to FX 1 and FX2. Cubase will not allow feedback loops like this. Select “No Bus” for those Sends on Group 1 and Group 2 and then it will allow you to select Group 1 and Group 2 as destinations for the FX Tracks.
HTH
J.L.
p.s. I know the Sends were not “Activated” but I guess Cubase still considers it “connected” and will not allow it.