At the moment, whenever you move outside of a chains Zone, it cuts out --- entirely. Quite often we do want our FX, especially Delays and Reverbs, to ring out.
The example in the image, for instance: if I have the chain select at 120, it's feeding entirely into the filter delay and that's what we hear---but as soon as I move it down to 80, the filter delay cuts out and you hear the reverb of chain 2. But at this point I'd like to hear the delay tails of Chain 1 continue and just shut the inputs to chain 1 off.
Then again, there are times you don't want the fx to ring out, hence the Output On/Off button