@TomGeorge: Yes, you are right. My answer just covered the basic reason why daisy chaining is imposible, not practical implications of it.
The problem you mention can be overcome by each of the transformers having a second secondary(!) with the same voltage as the primary feeding the next transformer.
@AWOL: I have installed a number of these: http://www.tercosweden.com/wp-content/uploads/2009/07/HV-20110222-lowres.pdf