There is enormous spread in how much good some interventions do. For example, money spent helping the world's poorest people to be 100x more effective than money spent helping the typical person in the West. 100x differences are a really big deal, but feel unintuitive and hard to think about - these don't often come up in every day life. And caring about evidence and effectiveness is our main tool to identify these differences in spread, and focus on the best interventions. So we need to care about effectiveness, because we happen to live in a world where caring about it makes a massive difference in how much good we do

If we want - but cannot afford - to help everyone, we need to prioritize to help as much as we can.

It's easy for me to decide where to give based on what's best for me. It's better for me to give based on what's best for the people receiving my gift.

There is a very large amount of suffering in the world. It is morally good to alleviate this suffering. But alleviating suffering costs resources of some kind, like money or effort. 

So if there are opportunities to alleviate more suffering using the same amount of resources, it makes sense to seek out these opportunities, and take them.

You want more good and less bad in the world? Would it be better if we had a little more good and a little less bad? If so, then we should care about the efficiency of our efforts to make the world better.

*note that I of course here mean something like efficiency that includes Pareto efficiency, not the narrow notion of efficiency we use everyday; you could also say "effective" but you asked for why giving should be effective, and we can ground effectiveness in Pareto efficiency across all dimensions we care about 

When I was small I needed help. Instead, I was treated very badly. Many people and animals need help right now. We have to help as many of them as possible.