When transliterating existing files, only the column uri (on the file_managed table) gets transliterated.
The column filename should be transliterated too.
I'm not sure if it will matter that they are different. (Although I understand what you are saying and how it is weird for them to be different) But in the database comments for the filename field it says:
Name of the file with no path components. This may differ from the basename of the URI if the file is renamed to avoid overwriting an existing file.
So even without Transliteration installed these values could be different.
I disagree that this is a bug. The uri column is almost completely internal variable used to store the file on the filesystem without any problems or name clashes. The only place that website users will see the uri column's basename is in the file links. When the file is downloaded, it is given the original name as it was uploaded, which is stored in the filename column.
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