No Transparent Background 9.2.4 for windows

Here is an issue I've found... I create my t-shirt text in white so I make a black square to put behind the text so I can see the white letter while I'm working on the text. However even if I just click on the text to export it as a PNG, if it is sitting on the black background, even if I don't add it, it still makes the background black instead of transparent. I have to move it off the black background to be able to save it as a transparent PNG.

How do I fix this and yes I've changed all the Alphas to "0".

Thank you