It may seem strange that there was nothing exterior to indicate the interior change. But that is why it is called the mystery of faith. If we saw the bread transformed into actual flesh before our eyes there would be no mystery of faith. It would be evidence. There is no credit in yielding belief to evidence.
Evidence compels belief.
But Christ instituted the Mass as a mystery of faith. He wanted us to believe on His word, even though there was no evidence to support it. That is why faith is meritorious. It sacrifices our noblest faculty, our intellect, on the altar of God's word. We believe because God speaks, who can neither deceive nor be deceived.