Sorry, i've should provide more information indeed. In case of single map, i set mono channel to alpha as i should, but yes, i've tried other modes just in case and no, that doesn't give me what i need (which is to be expected).
In the attached render, you can see results that i'm getting. #1 is the light without opacity, #2 is setup with 8 bit image in opacity (that is correct result that i want to achieve with single map), #2 and #3 are single map plugged into light material's color and opacity slots, one of them is Max's bitmap and the other one is Corona, both give incorrect result.
I can provide the scene with the files if you'd want to investigate this further, but i'm not sure if i can distribute those hdr files, so we need to arrange the transfer privately.