It's not 3ds Max specific thing, it's the same in both host softwares. As CShading_Alpha name suggests, alpha is shading element, so disabling shading will not work. Following Burning's suggestions is a good way to safe some render time, but unfortunately there's no cheap way to render only alpha channel, you still need to render full scene, so next time take extra caution to save every bit of information that you think might be useful.