Hi,
if you use an FX Bus, it is also routed to an output, which has to be set to a mixer output that either is on it's own or included in another output.
If you have a compressor and/or limiter on a Stereo Output, where all your audio is going through, it is bound to behave and sound different when you split your outputs for separation and there's only, e.g. a Snare going through a copy of the same compressor/limiter.