This is not related to Dropbox. This is related to that when you make stems your DAW actually takes audio events and their modifications, applies `insert` FX and writes it to one audio file. And the result is just an audio file, so it contains no FX settings or something like this.
That is: you can import a stem from other project, but as long as stem is just a WAV file, you have two options regarding FX:
1. You could render it to a stem, so it will be in place, but you won't be able to modify it.
2. You can copy your FX and settings to a new project. I'm not sure if in Studio One you can just copy your tracks or FX from one project to another.