That is, in the case that the person leaving the note doesn't come back, the person expects the note to fulfill some function. "He left a note in case he would not be coming back" tells you nothing about the contents or effect of the note except that (at least in the mind of the person leaving the note) these contents would be in some way important if the person who left the note did not return. But the effect of the note is that a careful reader will conclude that the person leaving the note won't be coming back. By using "to the effect that" rather than "saying that," the author leaves it unclear whether the fact that the person won't be coming back is stated or merely implied by the note. "He left a note to the effect that he would not be coming back" means that the note indicates that the person in question won't be coming back. Replacing "to the effect that" with "in case" would change the meaning.
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