In my experience scripts are far more readily useable when they are available in the menu just like any other command. So far such luxury depends on the writer of the script.

Now every user of InDesign CS4 (or later) can decide for him- or herself if and which script should be linked into which menu.

In most relevant situations a transformation will not affect any effects. For some effects like "bevel and emboss" you probably won't care but an unscaled drop shadow can be a real nuisance

As usual a script can help. This JavaScript can scalle the effects of the selected Objects before or after you transformed them.

A collection of Scripts by CuppaScripts, roughly sorted by chapter