Thank you for your reply!
I check exported GIFs in various browsers and XnView viewer.
It's definitely not a preview issue - i have 32Gb of RAM and Nvidia Quadro 4000 GPU on my system.
I believe the issue is with transparency, because i'm able to export GIFs with solid background just fine
GIF export dialogue window has 'Transparency' checkbox, so it looks like it should be possible to export an animated GIF with transparent background, but for some reason i'm getting all frames at the same time