Not that straightforward, no. Starting a remote session doesn’t run a profile, for example. You’d probably have to create a custom endpoint, and either (a) always connect to it, or (b) replace the default endpoint Microsoft sets up for you. In that endpoint, you could probably run a script that possibly did some logging.
This isn’t easy, as a transcript per se wouldn’t necessarily work. Transcripts are run by the console app (-ish), not PowerShell itself. So you couldn’t just run start-transcript. In reality, this would possibly involve building a custom PowerShell host to use instead of wsmprovhost.exe - not straightforward at all. PowerShell just isn’t built with this in mind.
BeyondTrust makes what is essentially a remoting proxy server, that can log everything going through remoting. That’s what you want, although building that yourself wouldn’t be simple.