Technically when we say something "transforms like a 4-vector" this is a "physics" way of saying that the object you are considering is a vector in $\Bbb R^{1,3}$, for which there exists a
representation of the Lorentz group. When we say objects like $\vec E$ and $\vec B$ don't transform like 4-vectors we mean that there does not exist a non-trivial representation of the Lorentz group on $\Bbb R^3$.