Yes, the partial sums are trancendental. The partial sums can be written
$$S_n = \pi\left(\frac{1}{p_1!} + \ldots + \frac{1}{p_n!}\right) = \pi Q$$
where $Q$ is rational since a finite sum of rationals is rational. Now we know that $\pi$ is trancendental and a product of a rational and a trancendental number is trancendental. The proof of this is given below.
If $\alpha$ is transendental and $r$ rational then $\beta = r\alpha$ is trancendental.
Proof: Assume that $\beta = r\alpha$ is algebraic. This means that there exists a polynomial $f(x) = a_m x^m + \ldots +a_1 x + a_0$ with rational coefficients $a_i$ such that $f(\beta) = 0$. But then $g(x) = f(x\beta/\alpha) = [a_m r^m] x^m + \ldots +[a_1 r]x + a_0$ is a polynomial with rational coefficients that has $\alpha$ as a root. This contradics $\alpha$ being trancendental and $\beta$ must therefore also be trancendental.