Render queue exports absolutly transperent images

Hi, I have a scene that I render out in render queue several hundred times, each time the scene receives slightly different light and camera position - I need those to feed AI algorithm.
Everything is well and good while I save those frames as .jpg file.
If I change the export image to .exr or .png, the whole image comes out transparent.

This is even more confusing since export from sequencer renders .pngs fine.

Did anyone encounter such problem?