I see what you mean.
After reading your post, I just tried adding coloured outline as a family effect. I made a new event, chose the family instead of an individual sprite object, and Set Red/Set Green/Set Blue just say "There are no parameters available for the selected item" in the window.
Same for trying the Lens effect. Its "Set Magnification factor" says the same thing.
If I actually add it, I end up with:
Fam_Weapon: Lens : Set Magnification factor to %0