How can I export RGB + Alpha in Adobe After Effects with Adobe Media Encoder (2020)
Click the output mode in the render queue, by default it says lossless:


use these settings, format: quicktime, video output channels: RGB + Alpha:

click format options and choose Apple ProRes 4444. The 4th 4 is the indicator that the codec has an alpha channel (this only applies to the Apple ProRes codec naming scheme).

That should fix your problem.

Edit: This was also fixable without changing the codec to Apple ProRes 4444, and could have been accomplished with opening one less window by just switching the color channel to Straight (Unmatted), however...

...knowing whether to choose Straight (no baked-in black) or Premultiplied (baked-in black) is somewhat abstract, and importing video with the default animation codec + aplha into other programs is just weird sometimes. 

I've found that ProRes 4444 hits the "it just works" goal more often, and remembering that 4444 corresponds with RGBA(lpha) is easier to recall than the difference between matted vs. unmatted.