It makes sense as a question - but also it doesn't make sense, and that's the over-riding consideration with all audio recording...
Audio rule one: Always record dry.
Basically this is because of Sod's Law. This states that whatever effect you add to a recording is the first one you want to change. And guess what? You can't, because your effect is printed into the original recording. Yes, we realise about people wanting to hear effects in headphones whilst they are recording, and that's why Audition has a monitoring ability which lets you feed a track that you've applied effects to, back to a performer - assuming that is that you have a sound device capable of doing this, and don't mind the inevitable latency. Most performers can't stand the latency (delay), so the usual answer is to feed them back the 'wet' signal and not the dry, as it's the delay in hearing themselves that offends. It's down to processing time in your computer, and whilst you can get it pretty short on a fast machine, you can't eliminate it entirely.
But, the track that gets recorded is the signal input direct from the mic (or guitar sometimes) to the track, not the processed one. If you record a track, and play it back immediately in the same channel without altering anything, it will still have the same effects on - but if you remove them during playback, you'll be just left with the dry signal.
And this, my friend, is industry standard practice. Any software that lets you record with effects isn't doing you any favours at all, but I don't think there's much (any?) that does.
There is only one way around this (and it still leaves you with an original dry track) and that is to feed the monitor output with effects back to a spare input channel (if you have one) and record it like that. Not pretty, but if for some unfathomable reason you're desperate to do this, it does work.