These type of transformers are not quite 100% efficient at converting 240V to 12V - but they lose little - perhaps 4-5% if loaded to their full-load design capacity. The energy is mainly lost in heat.
most unlike buildersmate he wasn't very clear in his answer
Yes the 12v lights on the transformer will use more power because the transformer is not 100% efficient. put your hand on a transformer when it is on and it will be warm, that heat has to come from somewhere, and it comes from the electricity going into it.
but it is fairly marginal, it's not going to be hugely more expensive.