If variances of e.g. the position are set to very high values, especially CONTINUOUS_STATE_COVARIANCE_UNKNOWN (=double max), tf2 does not correctly transform them into other coordinate systems. Mathematically correct would be a constant matrix like [[max, 0], [0, max]] for xy independent of the Ksys.
But in reality, we see off-diagonal entries that aren't even symmetric. Likely this is due to some overflow. So we should somehow handle those cases separately in tf2_perception_msgs