It is because the generator makes a black background & then makes black transparent. Since it is a combined layer effect, any black in your image therefore becomes transparent. They is no way around this. Black is the default background color & it can be changed to another & then that color made transparent. However, you change the background to red, make red transparent & you will have any red in your image disappear.
Basically the only way to do it is to forgo any one true color in any image & that of course would limit you.
What I have done with the gd images is using them as an 'earned' type award.. made them nontransparent, gave it an actual background image & it takkes certain things to earn....
example
without honors
with honors