Why? There isn't any law that says that we have to probe an object's speed with something that travels faster than that object.
Once again, in order for me to answer that question, you need to precisely define what you mean by "the effect of gravity", as opposed to simply "gravity". To be physically meaningful, you have to define it operationally, in terms of an experiment: describe how to carry out two experiments, one of which measures "the speed of gravity" and one which measures "the speed of the effect of gravity". Then I can tell you what our theories of gravity say the outcomes of those experiments will be.