There are no missing filters or effects in 5.05. It's the same as 5.0. The filters section is blank for both. If you have Photoshop or a program that has Photoshop compatible plugins, that's what the Filters section is for. You can add filters by going to File, Preferences...
Note that not all Photoshop filters will work with GA 5. Some do, some don't.
The F/X for GIF Animator are more of the same things you'll find if you click, "Video F/X" in 5.05. Some are duplicates of the ones that come with GA 5.
If you purchase the F/X package, it will install GIF Animator 3.0a - you will then have to manually copy and paste the files from:
C:\Program Files\Ulead GIF Animator 3.0a\Vft_plug
C:\Program Files\Ulead GIF Animator 3.0a\Vfx_plug
to the corresponding folders in your GA 5 installation:
C:\Program Files\Ulead Systems\Ulead PhotoImpact your-version-here\AnyGif\
You will then find those F/X in GA 5, under Video F/X. (If you add those files with GA 5 open, you will have to close it and reopen.)
I hope that explains things!