maybe because you didn't switch the radio button to "Only A". Happened to me a few times.
Basically, when you start Graphics Studio and open BMP, you'll see 3 radio buttons at bottom right corner: "Only A", "[A...B]", and "All". By default, "All" is selected. So, when you press a black button that makes colors opaque, it's applied to all colors in palette. Once you've done that you need to set only 1 or 2 colors transparent. So, it is VERY IMPORTANT to switch the rado button to "Only A" before doing so. Then you can pick the colors you want to make transparent and silde the opacity to 0%. When you save it afterwards, it should now correct transparency.
Basically, when you start Graphics Studio and open BMP, you'll see 3 radio buttons at bottom right corner: "Only A", "[A...B]", and "All". By default, "All" is selected. So, when you press a black button that makes colors opaque, it's applied to all colors in palette. Once you've done that you need to set only 1 or 2 colors transparent. So, it is VERY IMPORTANT to switch the rado button to "Only A" before doing so. Then you can pick the colors you want to make transparent and silde the opacity to 0%. When you save it afterwards, it should now correct transparency.