Thanks for the reply and effort Maru,
I didn't fully follow your steps as I perhaps I didn't explain myself properly...
The issue arises when I edit the lighting (in CIE) and save it out. So generally speaking, saving a PNG from CIE and opening it in Photoshop works all well - that is to say, the transparent background works as expected.
The problem happens when I edit the lighting (with LightMix in CIE) and save as PNG afterwards. In this instance the background is solid, even when saved as PNG.
If this is still somehow confusing I'll happily make a screen capture of my process and share it....