Can you let us know the steps you followed, and what happened with the result? e.g. what format were you saving to, and was this from the Picture Viewer, automatically saved from the Save options in the render setup, or from the VFB etc?
I saved to PNG from the VFB and did get a transparent background - however, oddly my cube is slightly transparent too (PNG attached). This was a cube with no lighting in the scene. The Alpha channel in the VFB looks correct (cube is solid white).
Thanks!
Tom