Laurie,
you do not have to set a no-flow condition in FEFLOW. If no boundary condition is set, FEFLOW assumes no-flow. If you set a flux BC with a value of 0, however, FEFLOW will calculate the budget. Depending on mesh geometry etc. this might lead to fluxes that are not exactly 0, and summing over a huge number of nodes you might see a flux in the budget analyzer. The fluid flux analyzer is based on an integration over the velocity field. Nodal velocities at no-flow boundaries will seldom be exactly 0 depending on discretization, therefore the fluid flux analyzer typically will show some boundary flow even if there is none. You should always prefer the budget analyzer at model boundaries for this reason.
Peter