First, I know the another topic about this: Piskel opacity broken, but I tested on Windows and Linux the opacity layer feature of Piskel version 0.14.0. When I saved my work as PNG it preserved the transparency!
The problem is the Piskel integrated with Gdevelop we can click to change and don’t works. BUT I think it can be the version of Piskel because someone builded the most recent version of github 0.15.0 and shared it on itch io and the layer opacity don’t works like on Gdevelop.
So my hope and suggestion is that if it really is an issue of version 0.15.0 and this is being used in Gdevelop if could consider switching to version 0.14.0.
Otherwise I would also be very happy if it was another cause and could be solved.
Edit: Some images:
Changing the layer opacity Piskel 0.14.0.