Locally defined effects are not supported

While `exception%effect Eff` works on the top-level of a module/file, locally defined effects do not.
```ocaml
let _ =
  let exception Exc in (* Valid *)
  let exception%effect Eff in (* Invalid, dangling extension node *)
  ...
```
I intend to submit a PR for this in the near future, this is primarily a note in case I don't get around to it (as I'm unfamiliar with the ppx system).