A number of reasons made me take this script from the server. I apologise for any resulting inconveniences.

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