Works for me, but really weirdly on iOS: Copying to clipboard somehow seems to break transparency; saving to the iOS gallery does not. (And I’ve made sure to not accidentally depend on iOS’s background segmentation.)
OpenAI’s API docs are frustratingly unclear on this. From my experience, you can definitely generate true transparent PNG files through the ChatGPT interface, including with the new GPT-Image-2 model, but I haven’t found any definitive way to do the same thing via the API.