[Steps]
1. Create a Impress doc
2. Draw two shapes in the slide, e.g. a Smiley Face and a 5-point Star.
3. Select the two shapes, "Insert" -> "Animated Image", press "Apply Objects
Individually" button on the pop-up Animation dialog-box, press Create button and
close the dialog-box. Then we get a new animated image.
4. Select the created animated image, "Format" -> "Area...", in Area bar of the
pop-up Area dialog-box, select color from the drop-list in Fill region and
select any color, such as red, press OK button.
5. Switch to Shadow bar in Area dialog-box, enable the "Use shadow" check-box,
press OK button. Close the Area dialog-box.
6. press F5 to start slide show.

[Result]
The effect added in step 4 and 5 doesn't display in slide show. Adding effects
individually has the same result.

[Expectation]
Those effect can be displayed in slide show.

[Addition]
I upload a .odp doc which has step 1-5 already done.