They just don't seem to like the Energy Items because their happiness was reset when you traded them, not because they don't get the full effect from the item. Traded Pokemon are just as easy to Effort Train as your local Pokemon. Sometimes, people say that it's not good to trade Pokemon to raise their EVs because they gain experience faster, but it's very hard to max a Pokemon's Level before getting 510 Effort Points, so this is not really an issue. In the end, there is no significant difference between Effort Training your own Pokemon and traded Pokemon, so get the Pokemon to whatever game you prefer to train on and go from there.