Some keyboards show a musical staff on the LCD display. When you press a key, it will light up the corresponding note. For example, if you press an A key on the keyboard, the staff will show an A note.
If you transpose, and press a key, the note that appears on the staff will still correspond to the actual key that was pressed on the keyboard, regardless of the transpose setting. This means that if you press an A key, it would always display an A note on the staff, even if you changed the transpose setting. You cannot change this to show to the pitch of the note after the transpose setting was applied.
Continuing from the above example, if you transpose three steps up, so that A sounds like C (one step is Bb, two steps is B, three steps is C), and then you press A, you would hear the sound of a C note. However, the note shown on the staff is still A. There is no way to change this so that it shows C instead.