If you're using dynamic link, the transparency should transfer to AE. If you're rendering out a video from CH and dropping that into AE, which I'm guessing is what you're doing, make sure the video you're rendering out from CH has an alpha channel, and it should work fine. If that's not an option, you could drop a green still (or any color that doesn't appear in your artwork) and key that out in AE.
I was trying to understand what you meant by "remove the black screen". Are you using chromakey techniques? I assume that is why "linear color key" means. There are better approaches than this (which can have unexpected side effects like what you say).
(1) You can drag scenes from CH to AE which creates a "dynamic link". Then all the transparencies will just work (but its sluggish to use). AE uses the CH code to render the frames as needed.
(2) You can export sequences of PNG image files (which supports transparency) and then import the sequence into AE
(3) You can export a video using the "GoPro CineForm RGB 12 bit with alpha" encoder, which generates a video file with transparencies preserved.
But I would recommend you don't use tricks like "Linear color keys" and instead use an approach that supports alpha channels (transparencies) natively.
I am using green screen technique.. so it’s no problem