To make the price cheap on the pool lights, there is no active current limiting in the circuit, only resistors. They rely on the transformer supply not being higher than 13 or 14V AC. This means that if the voltage is higher, then the LEDs are voltage over driven.
Many transformers which come out of the east are made in an attempt to maintain 12V at the rated current, one cheap trick is to add more turns making the no load voltage higher. These transformers were originally designed for the incandescent headlamp type light, which with the load, would drop to 12V AC. Now using the LED light on the same transformer, which hardly loads it, and the AC voltage can go as high as 18V, almost 50% of rated voltage. This of course now over drives the LEDs and they run hot and fail.

Measure the transformer no load voltage and see what it is.
I suggest you install a SMPS with 15V DC output, if you use 12V then the LEDs are not so bright.
Why 15V and not 12V?
The pool lights work on the peak voltage of the rectified AC voltage, and the current limiting resistors are calculated for this voltage. So for a 12V AC input, rectified and smoothed by a capacitor is equivalent to 12V X 1.404 = 16.8V
Now do the calculation for 18V, that amounts to just over 25V.