There is a difference between cost effectiveness the methodology, and utilitarianism or other impartial philosophy.
You could just as easily use cost-effectiveness for personal daily goals, and some people do with things such as health and fitness, but generally speaking our minds and society happen to be sufficiently well-adapted to let us achieve these goals without needing to think about cost-effectiveness. Even if we are only concerned with the global good, it's not worthwhile or effective to have explicit cost-effectiveness evaluation of everything in our daily lives, though that shouldn't stop us from being ready and willing to use it where appropriate.
Conversely, you could pursue the global good without explicitly thinking about cost-effectiveness even in domains like charity evaluation, but the prevailing view in EA is (rightfully) that this would be a bad idea.
What you seem to really be talking about is whether or not we should have final goals besides the global good. I disagree and think this topic should be treated with more rigor: parochial attachments are philosophically controversial and a great deal of ink has already been spilled on the topic. Assuming robust moral realism, I think the best-supported moral doctrine is hedonistic utilitarianism and moral uncertainty yields roughly similar results. Assuming anti-realism, I don't have any reason to intrinsically care more about your family, friends, etc (and certainly not about your local arts organization) than anyone else in the world, so I cannot endorse your attitude. I do intrinsically care more about you as you are part of the EA network, and more about some other people I know, but usually that's not a large enough difference to justify substantially different behavior given the major differences in cost-effectiveness between local actions and global actions. So I don't think in literal cost-effectiveness terms, but global benefits are still my general goal. It's not okay to give money to local arts organizations, go to great lengths to be active in the community, etc: there is a big difference between the activities that actually are a key component of a healthy personal life, and the broader set of vaguely moralized projects and activities that happen to have become popular in middle / upper class Western culture. We should be bolder in challenging these norms.
It's important to remember that having parochial attitudes towards some things in your own life doesn't necessarily justify attempts to spread analogous attitudes among other people.
Stuff I'd change if I were rewriting this now:
This post is pushing against a kind of extremism, but it might push in the wrong direction for some people who aren't devoting many resources to altruism. It's not that I think people in general should be donating more to their friend's fundraiser or their community arts organization - I'd rather see them putting more resources towards things that are more important and cost-effective. But I would like people to examine whether they're doing things for more self-regarding personal reasons, or for optimizer-y improve-the-world reasons. And enjoy the resources they put toward themselves and their friends, but also take seriously the project of improving the world and put significant resources toward that. Rather than being confused about which project you're pursuing, which I think is suboptimal both for your own enjoyment and for improving the world.