Transformers have been toys, cartoons and fodder for Michael Bay's CGI money cannon, but the basic premise remained: These were robots in disguise.
Sadly, some Transformers didn't live up to their potential. They never forgot to be alien space robots. That part always came pretty naturally. But when deciding what to transform into, some went with disguises that were about as inconspicuous as, well, an alien space robot.
When choosing a vehicle to avoid attention, "alien spaceship" ranks somewhere below "mobile fireworks factory" and "giant mobile fireworks factory that's on fire and being driven by a bear in a tuxedo." Tell people you saw a giant robot and they'll think you're crazy. Tell them you saw a UFO and they'll still think you're crazy, but point you towards the huge network of radio talk show conspiracy nuts dedicated to believing your story.
They occasionally tried to justify Cosmos by having him do a space mission. This was only slightly undermined by the fact that both sides had spaceships and in fact, depending on who was writing that day, every single Transformer could just stand up and fly into fucking space anyway.
Where He Would be Disguised:
Look at him. He'd not only have to wait until spaceships are invented, but until cheap budget-model economy spaceships are developed, and then pose as a novelty toy of one of those.