I’ve seen a few posts that address this and there’s some compositing hacky workflow that re-writes the combined pass into the RGBA channel, and I saw another post that says it works now without that, but have yet to see how? I would just love to be able to see EXR’s beauty passes in AE without having to run everything through Extractor first (like EXRs from Maya or Houdini), as that slows things way down.
I don’t know if this addresses your question specifically about “without no empty alpha”, as I don’t quite follow your thought. But in any case, I render multiEXR and comp in After Effects all the time and don’t run the EXR files though any software on the way over.
I use this plugin for AE, works great.
AE handles EXR fine, and Extractor works fine for pulling out passes. (I don’t think the Fnord thing has been needed for a few versions now.) When you render a multi-layer EXR from Maya or Houdini, though, the beauty (a.k.a. “combined”) pass is in the default RGBA layer, so when you pull it into AE without any sort of conversion it just shows up as a standard render, and then you can use Extractor to get to the various passes. Blender doesn’t seem to spit out a default RGBA beauty pass–you have to use Extractor just to see the combined pass, which is slower and less convenient.