Using the transform effect this way is not the best idea when the result should be a vector file. The transform effect creates gazillions of paths. Those paths really exist in the PDF (they don't exist in the Illustrator file as long as the effect has not been expanded). And with so many paths, there will most probably be several display issues, which lead to your problem.
On top of the issues that are related to file size and performance on the RIP/printer/whatever.
There are plugins available to create long shadows.