They do it so that it will render the way they designed it regardless if you have a 16x50 tree or a 32x100 tree etc. It will always look (essentially) the same. They leave the effects below the video in case you want to change something or perhaps add to the effects.
It is accomplished by right clicking on the model in the list of elements (without the video and off effect there) and "export" to .avi. Once done, outside of xlights, convert to mp4 .. now you have a video of the rendered effects.
If you want you can delete all those effects- keeping the vid - and it will reduce your render times. If at some point you want the effects, just reimport that model back from the original zip.