Yes, this is a special detail for DCA groups. They do include all flex mix inputs, but no FX returns...
There are two ways to mute FX returns. First you have to select "Global Mute Link" (touchscreen -> Home -> System -> Link Aux Mutes -> Global Mute Link), then you can either "globally" mute all FX returns via Main level or you use four channels on User level: Select FX A return for channel 1, FX B to 2, FX C to 3, FX D to 4. Now you can mute FX returns "globally" with the first four Mute buttons of User layer.