The old GameMaker used to have built-in transitions but they were removed in later versions. It was a nice feature to have too!
I think it would be cool if GDevelop had some built-in transition effect behaviours developers could ask for with an “on scene change” event. Fade in, fade out, circle wipes in and out, and sliding room transitions like Zelda and Metroid would all be neat to have built-in to the engine somehow.
There probably isn’t a huge advantage to making a feature for something that is done through 2 or 3 events, but if you are looking to simplify it, someone has you covered with an extension: