SFX instruments that have no loop set (i.e. both loop parameters are set to 0) still loop when used in a pattern.
Also, if effect 3 is used at the point where the SFX instrument should be finishing, it won't retrigger the note until the following beat. If you have a long string of notes with effect 3 it won't trigger the note until the beat after the last note with effect 3 on it.
Here's a sample cart with SFX to demonstrate the issue. It doesn't have any code so you'll have to open it the editor.