Manually transforming components is possible, but the Transform functions in the Inspector don't have any effect on components. That would be handy actually.
Solution is there already, but very well hidden: activate [Transform components] in Transform prefs at the right bottom corner, and c'est ça. Merci.
The transform options did expand with RoboFont 1.2
It really handy to disable components if you want to transform a selection of glyphs, where there is a mix of hard outlines and components glyphs. If this option isn't disabled the component is being transformed twice.