whether you can crop an FX effect without the 'convert to editable shape' step probably depends on the the FX effect being unlocked when created
Ah, OK then the setting was to automatically lock the FX effect.

This also brings up two other things.

1. The effect applied should automatically clip to the rectangular shape of the original image. This has been a problem with FX filters since day one. In Photoshop for example, such an effect is automatically applied and cropped to the original shape.

2. My settings are for effects to be locked at 300dpi, and this effect is 96dpi and cannot be modified. Maybe because it is locked but then should it not be locked at 300?