The following does not work. In Photoshop terms, it creates a .png with a (solid black) background layer instead of an ordinary layer, and background layers cannot have transparent pixels.
julia> using Images
julia> img = fill(RGBA(0,0,0,0), (10,20))
10×20 Array{RGBA{N0f8},2} with eltype RGBA{Normed{UInt8,8}}:
RGBA{N0f8}(0.0,0.0,0.0,0.0) RGBA{N0f8}(0.0,0.0,0.0,0.0) … RGBA{N0f8}(0.0,0.0,0.0,0.0)
RGBA{N0f8}(0.0,0.0,0.0,0.0) RGBA{N0f8}(0.0,0.0,0.0,0.0) RGBA{N0f8}(0.0,0.0,0.0,0.0)
RGBA{N0f8}(0.0,0.0,0.0,0.0) RGBA{N0f8}(0.0,0.0,0.0,0.0) RGBA{N0f8}(0.0,0.0,0.0,0.0)
RGBA{N0f8}(0.0,0.0,0.0,0.0) RGBA{N0f8}(0.0,0.0,0.0,0.0) RGBA{N0f8}(0.0,0.0,0.0,0.0)
RGBA{N0f8}(0.0,0.0,0.0,0.0) RGBA{N0f8}(0.0,0.0,0.0,0.0) RGBA{N0f8}(0.0,0.0,0.0,0.0)
RGBA{N0f8}(0.0,0.0,0.0,0.0) RGBA{N0f8}(0.0,0.0,0.0,0.0) … RGBA{N0f8}(0.0,0.0,0.0,0.0)
RGBA{N0f8}(0.0,0.0,0.0,0.0) RGBA{N0f8}(0.0,0.0,0.0,0.0) RGBA{N0f8}(0.0,0.0,0.0,0.0)
RGBA{N0f8}(0.0,0.0,0.0,0.0) RGBA{N0f8}(0.0,0.0,0.0,0.0) RGBA{N0f8}(0.0,0.0,0.0,0.0)
RGBA{N0f8}(0.0,0.0,0.0,0.0) RGBA{N0f8}(0.0,0.0,0.0,0.0) RGBA{N0f8}(0.0,0.0,0.0,0.0)
RGBA{N0f8}(0.0,0.0,0.0,0.0) RGBA{N0f8}(0.0,0.0,0.0,0.0) RGBA{N0f8}(0.0,0.0,0.0,0.0)
julia> save("transparent.png", img)
julia>