I also ran into this. I'd like to mention, that you also can't raw draw 16bit sprites on a 32bit GUI, even if it has the blank backgroundsprite. On room surfaces this is perfectly possible.
--edit: oops sorry: my dynamic sprite had an alpha channel. Without the alpha channel, it works for the GUI and 16bit sprites.
--edit: oops sorry: my dynamic sprite had an alpha channel. Without the alpha channel, it works for the GUI and 16bit sprites.