We can't know. you have not provided any exact system info, render settings or details about your comp. just saying that something doesn't work is not a good way to ask for help.
Sorry about that
Im working on a Mac
and rendering out as a Avid DNxHD Codec for the avid editors.
and I just tested with lossless with alpha and it's fine.
I think I just need to update DNxHD codec (thats if they do have one)
but thinks for your help.