The rulebook for the Transport mentions Peg Extenders. Did I miss mine, or did they not come with?

Mine too, though I did see that there was a plastic "extender" already on the aft hole of the transport, and that you don't need one on the front, or it wouldn't be level.

I didn't receive any. I imagine that they were initially envisaged, but were dropped and the design changed to work without them, however the diagrams weren't updated and it slipped through.

Same here on mine and my son's transports.