I too am confused. I am not familiar with the term "alpha" image. I am familiar with PNG files that have an alpha layer/mask. Maybe you could provide more details of your description and/or provide a link to an example of an alpha image if that is easier. It would also help me to know to which other software programs support the feature you desire.
Just trying to get clarity so we don't go off answering a different question that what your are really asking.