Using Effects on AXE FX

Hello,

I am trying to make the MC8 into a traditional pedal board. Currently, I have all my effects set up via midi and I am able to turn them on and off. My main problem is this:

I hit reverb and it toggles to ON and the message changes and it also blinks.

I hit delay after I hit reverb and the reverb stops blinking and returns to its position 1 state on the MC8. The reverb is still on on the AXEFX but I have to hit the reverb to show the toggle message and then hit it again to turn it off.

Is there anyway to by pass this? So that the effects continue to blink even when I initiate other effects.

If not, I am guessing I will have to make it work with scenes.

Thank you!