I just tested - while running the redis-benchmark command you listed after a BGSAVE smaps lists all anonymous memory as AnonHugePages. So it ends up as THP, although I suppose its possible that it is broken into 4k pages and then adjacent 4k pages are merged back into huge pages. Will see if I can figure out how the lazy PTE copying works.
I do see it now... wasn't testing right before. Goes away as you say when disabling transparent THP. KSM has no effect, contrary to what I thought earlier.