Rendering alpha with .exr file not working UE5.7.1

Hi,

I’m trying to render only the character out so I put the character on a layer. However, despite the rendering preview only showing the character (which is what I wanted), when I open the .exr output files, it still has everything in it.

I also tried to using jpeg and png as output files, and it would render 2 sets of images, one set is just the character, the other one has everything in it. So I think it has something to do with .exr format. Does anyone know how to fix it?

Thank you, hopefully the images are not too confusing