However, couldn't you create a 9x9 sudoku puzzle from a set of magic squares by properly rotating and transposing a magic square?

There's only one 3x3 magic square using the numbers 1 to 9 (excluding rotation and symmetry)¹. Which means that in any 3x3 magic square, regardless of how you rotate or mirror it, 5 will be in the middle. So you cannot have two magic 3x3 squares next to each other in a Sudoku.

Now, making a Sudoku with semi-magic squares is of course trivial.

¹Magic Square