I believe you have to take the fx layer it gives you and put it in your avatar's 'Base' slot, but I could be wrong since I don't usually edit the locomotion.
If you don't know where this option is simply click on your entire avatar and look to the right side under "Playable Layers" there should be a section that says "Base". There will likely be an fx layer already called "(Avatar Name)_Locomotion", just swap it out for the new fx
Again I hope this works as I am not a million percent confident