I usually just use the Render Queue directly in After Effects since it has the High Quality with Alpha preset right there but Media Encoder should do it to.
Any of the ProRes 4444 that say with Alpha would give you the transparent BG you seek:
There are alot of choices and I don't know what all of them do but some basics:
ProRes 4444 XQ: The highest quality ProRes codec, ideal for maintaining pristine image quality, especially with 4:4:4 sources and for archival purposes.
ProRes 4444:High quality, suitable for 4:4:4 sources and for retaining alpha channels when working with animations from After Effects or Motion.
ProRes 422 HQ:A high-quality, visually lossless codec for 4:2:2 sources.
ProRes 422:A good balance of quality and file size, suitable for most HD and 2K workflows.
ProRes 422 LT:A more compressed version of ProRes 422, offering smaller file sizes while still maintaining good quality.
ProRes Proxy:The most compressed ProRes codec, used for offline editing workflows, proxies, or when working with low-powered systems.