yes I see what you mean, this setting is not available in Cuelux pro.
But there is a trick, if you want your effect to apply on 4 lights over 12, first select the group of the 4 first lights and create your effect, unselect the first group and select the second group of 4 lights and apply the exact same effect, and do teh same thing with the 3rd group.
Once stored in a playback/cue, the 3 effects will start at the same time, and the render should fit what you are asking for.