Newbie CUE question

Hi folks, just picked up an RR, and I'm quite new to this so it might be an obvious question. Main track is playing, and I have second track playing on my headphones with the CUE button highlighted. While that works, I can't hear any applied effects or filter? Is that right?  

Edit: Sorry, think its just the filter. Effects do seem to work. Oddly, filter works OK in VD8.....