Marco, I don't do any transposing on my PA2x, as I set up any midis I use on an external sequencer, so consequently I have not had to find a tool specific to your question.

As far as I know there is not, but perhaps someone who uses transpose a lot could give you a more definitve answer..And might I suggest you head over to the Korg Forums, where they are ALL Korg users and you will get more in depth answers??
http://www.korgforums.com/forum/phpBB2/index.php?sid=14609948b8c51b0b872dce8118c7688b

Cheers,
Dennis