In an Applicative, effects build the railroad upon which the locomotive of function application will travel. All the effects take place while building the railroad, not when the locomotive moves. The locomotive cannot change its course in any way.
A Monad is like having a locomotive in a railroad which is still under construction. Passengers can actually yell to the construction crew a few meters ahead to tell them things like "I like the scenery on this side, please lay the tracks a bit more towards the right" or "you can stop laying tracks, I get out right here". Of course, for this strange railway, the company can't provide a timetable or a fixed list of stops that can be checked before embarking on the train.