I think PNG exported from Vegas does always include alpha channel.
I had same problem when I needed frames for a Sony MVS6000 switcher which does not accept alpha channel. I either needed to reformat the PNGs outside Vegas Pro to 24 bit or switch to BMP export.
The alpha is what shows emptiness, so adding a solid background like said above would have nothing in the alpha channel. A solid black would do the same thing as white, except be black.
Marco, I have the same problem as you - software that needs 24bit, not 32. My Vegas data is 4k, 46000 frames long. So now I have to spend another 16 hours converting to 24bit.
Strange something would accept a 24-bit png & not a 32 & just ignore the alpha.
I just tested though, infranview can strip the alpha from the image. It will be replaced with color 0,0,0. I'd say render as a bmp instead & convert that to a ping. Might be faster because it won't need to uncompress when converting.