I'm going to assume that we're dealing with polyhedra whose faces are planar polygons (possibly self-intersecting, like a pentagram, but contained in a plane), with no two co-planar.
Here's a very sketchy proof sketch.
Now, in Grünbaum and Shephard's article Duality of Polyhedra, they are attempting to grind the axe "Duals are not as well-defined as everyone seems to think they are", but what they actually say is that for polyhedra with planar, possibly self-intersecting faces, a dual can always be constructed by polarity with matching symmetry/transitivity/regularity properties.
In particular, a face-transitive polyhedron has all its face centroids lying on a sphere, the center of which is a fixed point of its symmetry group, which is the natural choice for the center of the sphere of reciprocation.
So, a face-transitive polyhedron $P$ has a dual $P^*$ which is vertex-transitive. As you say, $\operatorname{conv}(P^*)$ is a vertex-transitive convex polytope, and so its dual, $\operatorname{conv}(P^*)^*$ is a face-transitive convex polytope.
Now, the question is, is the dual of the convex hull of the dual the same as the convex hull of the original polytope? I.E. does $\operatorname{conv}(P^*)^* = \operatorname{conv}(P)$? And my claim is "Sure, what else would it be?"
That leaves the case of edge-transitive polyhedra. But every edge-transitive polyhedron is also either vertex-transitive or face-transitive.
You can find this claim on the Wikipedia page Isotoxal figure ("An isotoxal polyhedron or tiling must be either isogonal (vertex-transitive) or isohedral (face-transitive) or both."), and also in Peter Cromwell's 1999 book Polyhedra, in both cases appearing to apply to star polyhedra as well as convex ones. I'm sure that I once dug up a proof of this, but I forget where.
Perhaps you can make some progress closing up the gaps I left you. ;-)