I experienced the following weird scenario :
1) I downloaded AGS 3.3.0 RC1
1) Created a new game using the 9-verb template
2) I opened the Sprites tab, opened the Roger folder, and selected all sprites (clicking while holding shift)
3) Right-click-->Export all sprites in folder-->Selected a subfolder of Documents
4) Select the first sprite (still in the "Sprites" tab-->Right-click-->Replace sprite from file-->I DO NOT get told it seems to have an alpha channel
5) Repeat steps 2 and 3, but this time select C:\sprites as export folder.
6) Repeat step 4. This time I DO get told that the sprite has an alpha channel (but only for the 8 first sprites of the folder though! These 8 sprites happen to be the first row of sprites in the Sprites tab).
I'm not sure why AGS detects different settings to the files, and why not all of them.