Is there really any difference if I put only reverb through FX channel or put compressor and filter through FX channel reverb?
It is not totally clear what you're asking. To my knowledge there is no such thing as a "reverb channel" in Nuendo. You have FX Channels ("aux sends") - and what you put on them is completely up to you and what you want to achieve.
Mostly temporal effects (delays and reverbs) are used on FX channels, because it makes sense to use them with several sources (traditional live setup: a hall or plate reverb and a tapped delay of some sort). On a DAW this also makes sense as this category of effects often are the most CPU hungry.
This does not mean you cannot use FX channels / auxes for other purposes.
Parallel Compression is a popular compression technique. You put a hard comp on the FX channel and then send whatever you need beefed up a little to that channel. Parallel compression ("new yorker compression") will preserve transients and mostly raise the more quiet parts.
Sometimes I've used subharmonic enhancers and similar "magic" plugins on FX channels too - and in general if I encounter a plugin without a
Dry/Wet function I find FX channels/auxes a great help.
Because of the parallel nature, you should be aware of is
comb filtering (weird phase issues) - in particular with non temporal effects. Sometimes in Cubase (and Nuendo also I guess) when a "glitch in the matrix" (or Cubase's rendering engine) occurs, I get an awful phased sound. I then stop and restart playback and it dissappears. Other hosts may be more or less suited for parallel non temporal effects - it is all about how they manage sample delay compensation for fx channels / auxes.