It makes sense that you can't add Effects.  Each Effect is a reference to a class (or function, if you will) in the code.  To add a new Effect, you'd have to write a new class into the code, which we can't do in GUTS.

We can add entries to other .dat files because they reference arrays, which are lists of entries (like items or skills).  The number of entries in an array is unimportant, so adding to them works.

And RnF's right that we probably can't modify existing Effects because that functionality wasn't included in GUTS.