Okay, I understand better, now.
But I could never have guessed it just from the GHC error message.

Another question on the same code:

import Control.Monad.Identity

newtype SomeMonad s a = SomeMonad { unSome :: Identity a }
deriving (Monad)

newtype SomeType s = SomeType Int

runSomeMonad :: (forall s. SomeMonad s a) -> a
runSomeMonad x = runIdentity . unSome $ x

foo :: SomeType s
foo = runSomeMonad (return $ SomeType 42)

According to what I read about ST, it should not compile because of 'foo' (hence the protection), well it does.
What have I forgotten in my code?