Thanks everybody that helped.
ok, here is an example.
In blender, I create a new image.
I choose to create the image with an Alpha Channel.
With a size of 1024x1024.
Save Image as PNG.
Reload the Image.
It now only has RGB
I was using blender the whole time so it is not the application.
Also, I know how to tell if the image has RGBA or not.
Anyways, Today, using the same build that had problems saving the image with the alpha channel yesterday.
Is now saving the image with the image RGBA info
Edit: I forgot to mention I am going to Image>Invert>Invert Apha Channel
To force the creation of an alpha channel (This is the only way I know how to get blender to add the channel)
And then Saving the image