The solution of this thread is not so interesting here, because it is about R, but the answer after the solution is probably what happens here. It also suggests:
Use PDF only. Don't use EPS. If you must use EPS, use a two-step process: Create the PDF first. Then convert from the (transparency-enabled) PDF to EPS, 'flattening' the transparent elements into rasterized areas which emulate the desired transparency effect.