There are all kinds of transformations in The Bacchae. People go in and out of sanity, mild-mannered women become warrior priestesses, and stiff-necked kings become cross-dressers. And, of course, a god transforms himself into a man so as to better punish the mortals who've wronged him. All these transformations help create a series of dualities throughout the play, which perhaps connect to inherent dualities within all human beings.
Dionysus never transforms in the play, because, as a god, he exists in all forms at once.
One's transformation is inauthentic if one lacks freewill.