How are you going about exporting your image out of After Effects?
Ideally, you'd be using the "Save Frame As..." command.
Then, in the Render Queue's Output Module settings, you can select the desired filetype, as well as the type of desired alpha channel to include (straight/premultplied).
I'd recommend sticking with a straight alpha channel to help avoid the haloing effect you're seeing.
I tried exporting it via "Export...", "Quicktime Movie", Animation, automatic keyframes, more than 16,7 million colors, quality best. This didn't seem to work.
I don't find the command "Save Frame As...". I tried adding it to the render queue, where I found the options you mentioned. I chose: Adobe Flash Video, RGB+Alpha, more than 16,7 million colors, straight. Color management has "Keep RGB" checked.
I just wanted to proof that this didn't work, since I tried it before. But now, preparing the screenshots for you, I notice that the halo is gone!!!
Thank you very much!
You could just have hung on with me over at Slashcam... Anyway, glad you got the answers you were looking for.