Your post says nothing about a GIF export. For video it's perfectly normal that the background is filled black. All transparency usage in video is dependent on the programs/ players actually interpreting the Alpha channel. It will never look "transparent" by just playing it back on your desktop.
You save a video not a gif. Add a background color. Video save by Photoshop do not support a transparent background. If that is what you have the transparent pixels will be rendered as Black pixels. An animated Gif supports transparency but only 255 Mapped colors.
Animated PGN are not standard and you need additional software to create them and browser add-ons to display them.
You use menu Export>Save For Web to save out an animated gif with a transparent background,