Hi Marc,
The issue is that when you set any page as the blog page to display the latest posts, that page then becomes a special archive, and stops being a page like other pages, so the page template has no effect.
This is just how WordPress works, I’ll see if it is possible to make the choice of page template work with the blog archive, but it may take us a few days to look into this.
What you could do is unset your blog/latest posts page, and then set the page to be the homepage, then on the page insert the “Latest Posts” block. The page will then look like the blog archive, but it will behave like a normal page, allowing you to use the transparent header page template.