The patients with pericardial effusion I have seen so far usually had aggressive lymphomas or very extensive disease of less aggressive lymphomas.
Pericardial (and pleural) effusion is common for example if T-lymphoblastic lymphoma with large mediasinal masses and these patients are often treated like a T-ALL.
I have also seen a couple of patients with aggressive lymphomas (primary mediastinal diffuse large b-cell lymphoma / angioimmunoblastic lymphoma) presenting with pericardial effusion. They all had large mediastinal mass on presentation.
Last but not least, one should not forget that even if there is pericardial effusion, it does not mean that it is necessary malignant. Patients with large mediastinal masses can indeed have a lymphoma-free pericardial or pleural effusion, because of compromised hemodynamics because of the lymphoma. I would opt for cytological confirmation, if treatment strategy would change according to the presence or not of a malignant pericardial effusion.
On management: We generally do not treat the entire heart, if the pericardial effusion has disappeared after chemotherapy and only treat the lymphoma-involved mediastinum. There's still quite some incidental dose going to the pericard, but treating the whole heart could lead into a DVH-disaster for the lungs and could bear long term heart-toxicity (especially taking into consideration the large amount of chemo these patients generally receive).
Concerning staging and prognostic significance of pericardial effusion:
I think you need to distinguish between malignant pericardial effusion caused by direct invasion of the pericard by a large mediastinal mass and malignant pericardial effusion caused as "distant spread" in the absence of a direct invasion of the pericard by lymphoma.
Patient 1:
6 cm large mediastinal Hodgkin-mass, invading the pericard and causing pericardial effusion probably
Patient 2:
6 cm large infradiaphragmal paraaortal Hodgkin-mass with pericardial effusion without direct invasion of the mass into the pericard and in the absence of a mediastinal mass.
The second patient probably has a worse prognosis, because pericardial effusion is a result of distant spread. I would classify the first patient as IIE and the second patient as IV (and not IIIE).