Not sure about Digitakt to OB2 coming out dry but I have run in to his issue a lot with other gear.
There is a whole school of thought that says reverb (and I suppose Delay, but I’m not sure I buy it) are situational effects, meaning they sound different depending on the room you are hearing them in to the extent that many consider recording “Dry” to be the “Correct” way to record.
My first introduction to this was with my newly purchased Soundcraft MTK12.
I bought the mixer for it’s 12 in over USB ability but was excited about the built in effects only to find out that 10 of the 12 ins recorded Dry on purpose.
In the end I came to agree that Dry is better and have a very easy work around for the MTK that may apply to the Digitakt.
If the Digitakt is purposely recording dry it’s possible that the stereo Sums will have the FX.
no sure how to use that info but I will take a look when I get home tonight if no one else has another answer.
after all that I wouldn’t be surprised if there was a “send FX over UCB” checkbox in the settings but I am unaware of one.