You need to straighten out your terminology: They are layer styles and indeed there is no indication of them being applied, however it's easy enough to hit UU to reveal all "modified properties" and thus check whether layer styles are used or not. Normal effects can be revealed with the E shortcut.
The item that you have a red box around is not an effect; it is an animation preset. That is why you don't see an indicator of an effect being applied on your layer after appying this animation preset.
Read about the differences and details here.
Animation presets can be just a single keyframe or hundreds of them and hundreds of effects all applied to a single layer. YOu can create your own (and this is a real good idea if you use AE a lot) to save setup time and make your workflow more efficient. Just apply all the effects and keyframes you want, press UU to reveal everything that you've done to the clip, select everything in the timeline and then choose Animate>Save Animation Preset.
Animation presets are more like Actions in Photoshop than the Layer Effects you apply in the Layers palette in Photoshop. Run and action and only the history panel will tell you what you just did.
The effects in AE are more like the layer effects in Photoshop. Filters in Photoshop only behave like Effects in AE if you convert the layer to a Smart Object. AE is entirely non destructive editing. Your original source footage is never changed. AE builds everything from scratch a pixel at a time using the original source files as a starting place.
As has been mentioned, pressing the 'U' key twice will reveal everything that has been changed or added to your layer. Pressing the 'e' key will reveal all Effects added. It's much easier for me to figure out what's been done to a layer in AE than it is to figure out what's been done to a Photoshop file. It's also a lot easier keep from fouling up the original.