All the transition effects are missing when playing, for example when waking up in Yume Nikki and all its fangames. Those transitions are for example the “pixelation” of the screen when you wake up, etc, that are replaced by a fade in/out…
Actually there are only 4 transitions we don’t support yet and yume nikki uses all of them
Kikiyama planned all this I’m sure xD. Hope they will get introduced soon! And also I’m just curious to know why they aren’t supported…
The reason is simple: some transitions were already implemented because they were faster or easier to code and there were features which affected more games which had more priority, most specially the ones which were hanging the interpreter, savegame improvements, battle improvements, etc.
Because transitions are not breaking any game functionality, they come later.
Because somebody has to write the algorithm to properly simulate these transactions and nobody was motivated to do it yet.
And these transitions are harder to implement then the rest (rest is just fading out or black line from top and such boring stuff). These ones here use zoom effects and random block spawning.
Microsoft categorizes if a feature is worth implementing (= allocate people to it) by starting from Minus 100 points and when it gets positive it gets worth implementing. Transitions are around these -100 because they don’t break anything as fdelapena said and we have better things to do 
Of course you can submit a patch or find someone who submits a patch to get these things implemented 
Thanks for the explanation! Well, I don’t know anyone that could do it, and I would like to help, but I know extremely little about coding and such 
This has been fixed in current master and will be part of 0.5.4!