Green loops lose all effects when dragged to arrange window.

Sorry to say, this isn't a bug — it's a feature!

You've just described exactly how they're supposed to work.

😉

+Green Apple Loops are known as Software Instrument Apple Loops (SIALs). They differ from the blue (audio) Apple Loops in that they also contain a MIDI region plus software instrument and effect settings.+

+When Software Instrument Apple Loops are placed on instrument tracks, the region shown in the Arrange area can be edited just like other MIDI regions, including individual note editing.+

+If dragged onto a blank instrument track (one with an empty channel strip), the corresponding instrument and effect(s) settings are automatically inserted.+

+You can also drag Software Instrument Apple Loops directly into a blank Arrange window (with no tracks), or to a blank area below existing tracks. An instrument track and corresponding channel strip are automatically created, and the Apple Loop is loaded (the instrument is inserted into the instrument channel, along with any effects, and the Apple Loop region is placed on the track).+

+When you place Software Instrument Apple Loops on audio tracks, they are imported as audio regions (and behave like blue Apple Loops). Processing load is reduced when green Apple Loops are added to audio tracks.+

+Note: Blue Apple Loops will not play if placed on instrument tracks.+

Can you give an example loop which behaves like this?

You are aware that often, the called up loops contain the FX plugins, but they are bypassed by default, to give you some effects options and not to bog the processor down to much - un-bypass these effects - do you hear what you expect to hear now?

MIDI (Apple) loops are much more versatile and tweakable (when used as MIDI) - and easier to make too. Any MIDI region is loopable.
But then I am from the generation where audio still meant tape, and MIDI was the great escape from expensive studio time. If you prepared your MIDI well, you could record a half hour demo in half a day... DAW to me still means "MIDI-sequencer in which you can also use audio", whereas it now really is "MIDI sequencer AND Multitrack audio recorder-editor".

Also note that, for example, the Orchestral stuff has loop previews which include reverb (so you can hear the orchestral sound in context of how you would traditionally hear it) - but the instrument channels themselves don't have reverb effects when you load them in, for the simple reason that you don't want a hundred individual reverbs on all your orchestral parts, which will drag any processor to it's knees.

In these cases, it's up to you to add a global reverb you can route each channel through.

+"In these cases, it's up to you to add a global reverb you can route each channel through. "+

I wish I'd said that, Oscar.