You can not add effects to a clip at the component level.
You have selected the clip in the Browser, then choose “Open Clip” which basically shows you all the components that a clip is made of. This isn’t good practice in FCPX.
You can put the clip on a timeline, and add effects there, but trying to add effects to the component level won’t work.
In my opinion there’s no reason to “open clip” to get to the clip components from the browser or timeline.
You can Expand audio components from the timeline (which is different form what you’re doing), that allows you to add effects to each component.
Jeremy