This is because SlowCheetah is a Visual Studio plug in. It doesn't run on your TFS build server. 

For environment config transforms you should be doing this in Release Manager, not as part of your build. Set up tokens that Release Manager (or whatever your release management tool is, e.g Octopus Deploy) can replace on deployment.

This is much better than having everything in build transforms, as you then only need to build once. You shouldn't have to build for each environment.