What benefit does that have over what's actually there?
While using the type system to implement an effects system is theoretically elegant, I think it's a beautiful hack that has made the language fussier and more obtuse in practice.
At the end of the day most of us have differing opinions on what constitutes simplicity and elegance. It's certainly true that a "pure" annotation like you're proposing is a much smaller change to introduce in an imperative setting. I recollect D or Rust or something is doing this. But in the functional programming context the monadic solution is more general, and a two-function type class with 3 (IIRC) algebraic laws is not considered an overbearing amount of complexity, though there are of course interesting alternatives with their own merits.
The D language "fixes" this by making const transitive (and also adding an immutable annotation, which means the object is truely read-only, as in "read-only memory").
Personally, I find monadic I/O theoretically elegant, but it comes at the cost of clumsiness when applied to real-world programs. To me, Haskell's "do" blocks feel like an implicit admission of this clumsiness; they are a crutch to work around the fact that having to constantly wrap and unwrap data is something of a chore.
That said, the kinds of things I do on the side with Haskell tend to have a small, well-defined I/O surface, so it could be that I'm spared the worst of it by my interests. I suppose if that weren't the case I'd probably favor OCaml more than I do.