While I wish that doing these kinds of transitions was easier, I'll add that it IS possible using the Auto-animate transition to create sliding transitions where the header and footer don't move. It required me to change the way I think about creating my artboards in order to achieve what I wanted within XD's limitations. https://theblog.adobe.com/auto-animate-how-to-create-automatic-animations-xd/
While I wish that doing these kinds of transitions was easier, I'll add that it IS possible using the Auto-animate transition to create sliding transitions where the header and footer don't move. It required me to change the way I think about creating my artboards in order to achieve what I wanted within XD's limitations. https://theblog.adobe.com/auto-animate-how-to-create-automatic-animations-xd/