I know the esri:legend control does not allow to set the transparancy for each layer group separately. Is there any plan to allow this feature in the future.
You can customize the legend to allow changing the transparency of a client side group layer. But you can't change the transparency of a group layer inside an ArcGISDynamicMapServiceLayer. You have either to change it at the server side before publishing your service or to set the LayerDrawingOptions if your layer supports the Dynamic Layer Capabilities.
