since it is inside a level file, it is at the very least not unreasonable to assume that vanilla effects which are purely visual and don't depend on the player object (such as screen effects) might work just as they do in a normal level
it's not mentioned explicitly that they don't to my knowledge, and it's not at all strange to want to have extra visual effects on the overworld (such as rain or snow), so an inexperienced user could very easily assume them not working might be the result of an oversight