I can confirm this behavior, which I think is currently by design. The "Rest (unassigned)" LightMix element will not get denoised when using the LightMix.
I have reported this on Mantis, but I think we can leave this thread here as it is not in bug reporting section, and it may be helpful for other users.
Currently one workaround for this is using the ">Scene" button in LightMix to bake all changes into the scene, and then just denoise the beauty element.