I believe Logic cannot sent MIDI to normal insert effects. Instead you have to setup the effect as the input on an Instrument channel from the "AU MIDI controlled effects" submenu and then use the sidechain to send the audio from another channel through it.
Create a channel with some effect insert. Open Logic's controller assignments window. Put it in learn mode. Click a control in the effect. The name of that control will appear in the controller assignments window. Then I move a knob or slider on my Oxygen49. That registers in the controller assignments window. Then I click learn mode again. And now the knob (or slider) controls the control in the effect that I assigned it to.
You have to have some audio running on the track to make it work (import some audio and press play, then try the MIDI learn).
It's a Logic "featurebug" to do with AU Music Effects which handle their own MIDI (ig. Maul/Bloom/Etch/DCAMDynamics). The reason some effects do work is because they are a different class of AU plugin called a AU FX which let the host handle their MIDI. For some reason one class needs audio running through it and the other doesn't.