Only a few codecs support alpha channels. You have to pick one that does. ProRez 444 does as does PNG QuickTime and Animation QT. You don't need an Alpha unless there is transparency in the shot and you usually create that transparency in AE. You can use AME to render or you can use the After Effects rencer cue. If you are using Premiere Pro you can also use Dynamic Link to bring in your AE project without rendering.
I hope this helps.
When I import .mxf File, shot on a Canon C300, into after effects, the alpha channel options are greyed out, when I look in, interpret footage, main. This also is the case importing .MP4 files, shot on a Gopro hero 3.
Better question: Where do you expect that Alpha channel to come from and contain any useful info for transparency? You're making a fuss over a non-issue. Unless you apply keying or other methods of creating transparency, even if there were an Alpha channel it would be fully opaque and then what's the point?
Thanks very much, I really appreciate your advice. I will explore these different options.
Thanks for pointing that out. I just wanted to check if I needed to change the files to a different codec before working with them, but I can see now that they work fine as they are.