The "FX To Monitor" fader controls the FX Return cannel send to the monitor. When it is linked the monitor send level changes according to the FX Return level to main mix. This means if you turn down the the FX return (in tweak view) the monitor send gets turned down as well.

If you turn up the send level to an fx the level of FX coming out of the return is higher and therefore the level send to the monitor is higher as well although the "FX to monitor" level did NOT change.

Long story short: You want to control the FX amount for the main mix on the FX returns. To do that comfortably you create a group encoder by double clicking on an empty encoder in setup view, select the FX in the dialog that pops up, name the group "FX", press "OK" and now you have a control for the returns. This is also useful for muting or creating other groups e.g. drums etc.