Transformer energy losses tend to worsen with increasing frequency. The skin effect within winding conductors reduces the available cross-sectional area for electron flow, thereby increasing effective resistance as the frequency goes up and creating more power lost through resistive dissipation.
Magnetic core losses are also exaggerated with higher frequencies, eddy currents and hysteresis effects becoming more severe. For this reason, transformers of significant size are designed to operate efficiently in a limited range of frequencies. In most power distribution systems where the line frequency is very stable, one would think excessive frequency would never pose a problem. Unfortunately it does, in the form of harmonics created by nonlinear loads.
Non-sinusoidal waveforms are equivalent to additive series of multiple sinusoidal waveforms at different amplitudes and frequencies. In power systems, these other frequencies are whole-number multiples of the fundamental (line) frequency, meaning that they will always be higher, not lower, than the design frequency of the transformer. In significant measure, they can cause severe transformer overheating.
Power transformers can be engineered to handle certain levels of power system harmonics, and this capability is sometimes denoted with a "K factor" rating. Basically these have larger cores to disipate the additional heating from harmonics.
