Check out 680.23(B)(2):
"Conduit shall be installed from the forming shell to a junction box or other enclosure conforming to the requirements in 680.24."
Then check out 680.24(B):
"An enclosure for a transformer, ground-fault circuit-interrupter, or a similiar device connected to a conduit that connects directly to a forming shell or mounting bracket of a no-niche luminaire (fixture) shall meet the requirements of this section."
It becomes a little confusing because 680.24 (A), (B) and (D) only refers to "no-niche", 680.24(C) and (E) apply as noted and 680.24(F) refers to both "no-niche" and "wet-niche". But, because we were sent there by 680.23, all the requirements of 680.24 apply.
Hey, if it were easy, anyone could be an electrician.
So, to answer the question, no, you need not install a separate pool box, if the transformer enclosure meets all the requirements of 680.24(B)(1) and (2). (not too likely) If not, then yes, you do need a pool box that meets all the requirements of 680.24(A).