the PG aux sends its return to the main output bus. aux send and reurns are great for using one plugin on several tracks.
on a hardware mixer ( i think from memory of days gone by) you can reroute the aux return to the subgroup so the effected signal is changed with the subgroup slider in line with the original signal.
that doesn't happen with the RB mixer. i sent two tracks to a subgroup. the subgroup fader does not affect the track faders - they don't move - that doesn't matter i just wanted to see if they did. i then soloed one of the tracks and took the subgroup fader down to mute the soloed track and i still got an audio output of the reverb fx sent on the aux return to the main output bus.

so looks like you can't use aux send and returns with subgroups - the fx return does not respond to subgroup volume slider changes so the balance of wet and dry signals changes as the wet signal is not affected by the subgroup changes. the wet signal goes directly to the main output bus at its original level.