Are you actually outputting something / looking at DMX output window, or just on the wheel screens? Is it possible, that the wheel screens are showing just the first fixture's value, and therefore seems "locked", while other fixtures actually do get the change...? You could see this in DMX Output window...
I'm not currently at the desk, but will check later if the screens keeps only first fixure's level, and therefore seems "locked" in Fan-First mode... Or else, try setting to Fan-Middle mode, and see what that shows you on screen...
In "Fan first" mode, the first fixture does not get the change in the value (its locked). Meanwhile, the change in others increase/decrease for a higher difference, like Fix2 gets +x, Fix3 gets +2x, Fix4 + 3x etc...
For more info, check the manuals here http://zero88.com/manuals/im9210%20-%20solution%20manual%20issue%201.0.pdf at page 85 and 86, where you have tables of Fan modes explained.
The manuals for FLX seems to not exist yet, so I pointed a link to Solution's manual, but this should be the same...
Hope that helps.