Can't export texture with transparency

I’ve lost some of the source textures that I want to edit. I have those in my game content folder. But whenever I try’n export it as .TGA the transparency included in the alpha channel is lost.

As you can see below the one on the left is taken inside engine and right one is exported.

67465-inenginevsexported.png

Why is this happening? Am I doing something wrong here or the export works like this only?

How can I fix this?

Please help.

Thanks.