Clicking on an effect in the grid will not alter the waveform area that has been highlighted to be played. The effect becomes the focus point, if you zoom in and out, but the play range does not change. If you do want the start position to move to where your effect is, or to be based on the edit position in the grid, then double click in the grid and that will then remove any highlighted position/area in the waveform and set the start position in line with where you have double clicked.