This follows the approach that has been working well in
a lot of places: create the item once it is necessary
to be used and do not destroy it.
I don't think it is worth to use Loader just to load
and unload the effect depending on whether CSD is active,
which can be changed while the application is alive.
This is because it is not expected that the user switches
CSD many times, and the effect is simple enough to be
just kept alive instead. Loader is usually used for
heavy items.
In any case it does not make sense to create it if the
window does not support CSD, or the platform handles
the shadows.
