To work properly, a tube grid needs a DC path to ground (or some fixed voltage). Normally, the V2b grid leak path snakes through the Return jack, R13, R12, the Bass pot, and R11 (for a total of 540k - 1.54M, depending on the Bass setting). That works as long as that path exists. When you plug a cable into the Return jack, you're breaking that path. The V2b grid then depends on the external effects unit for a path to ground. Most effects units will drive their output through an output capacitor, which provides no DC path. So, the V2b grid floats up slowly, saturating V2b and its gain drops very low or it ceases to pass signal altogether. Basically, most effects units will cause the Flexi to appear to die. At best, the output is low and distorted.