Mobs spawned with spawn eggs are not affected by the /effect command.
To ensure that this was not a user error (incorrect usage of the /effect command) I tested this parallel to a mob spawned with the /summon command.

Additional information:

• This Bug does not occur in 1.8.8
• Mobs spawned with mob eggs are affected by the /effect command after saving and reentering the world

I've attached screenshots of my test setup.

All the commands and items used, for easy reproduction:

/gamemode 1
a creeper spawn egg from the creative inventory
/summon Creeper
effect @e[type=Creeper] minecraft:invisibility 100 1