Transposing sequences and arpeggios is a temporary thing, 'transpose does not directly alter the sequence itself it is summed or subtracted from the sequence and therefore cannot be recorded. Transposition states will be lost when you switch the Keystep Pro off. If you want to save the transposed state of patterns, transpose them with the 'Shift' transpose functions (Semi up, Semi down, Oct down and Oct up) and save them by holding 'Save' and holding the track button.