That's just the point we were making: if you mess with the structure of natural language, then language models don't learn it as well any more.
The transformations do preserve the entropy in the sense that the lowest achievable perplexity is the same for everything except the nondeterministic shuffle. Since applying a one-to-one function preserves the entropy of a discrete random variable, in this case the random variable over documents in the training and test sets. In principle, a universal approximator should be able to learn to invert any one-to-one transformation we apply, although of course in practice a GPT architecture doesn't achieve this.
The transformations do mess up the local entropy in strings. But I think that's part of the point. Human language seems to be structured in a way so that things are locally predictable. When you screw up that structure, then languages are harder to learn.
We are working on a followup with more transformations including syntactic ones, as you might imagine. It's surprisingly hard to come up with manipulations that target specific aspect of linguistic structure, while fitting the criteria that (1) they don't affect the lowest achievable perplexity, (2) they clearly change the language from "possible" to "impossible" in a way that all or most linguists would agree with, (3) they can actually be implemented using the data we have---for example a transformation that relies on detailed syntactic parses would require that we parse the whole dataset, which is not only time consuming but also introduces possible confounds from errors in the parser, etc. We're talking to a lot of people, if you have ideas we'd be happy to hear them!