Transparency with ready-made EPS graphics from Freepik?

Hello everyone,

I am still a beginner in the graphics field, there is probably a simple solution to my question.

I have downloaded a graphic from the Freepik platform as a JPEG and as an EPS file. On it are sunbeams on a (seemingly) transparent background, see picture. I know that JPEG cannot contain transparency, so I need a PNG. When I open the EPS file in Adobe Illustrator, I still have the gray checkered pattern as in the picture, which does not disappear even when I export it as a PNG.

How can I preserve the sunbeams on a transparent background? Is the error in the Freepik file? I would be surprised because there are a lot of graphics with light effects etc. that contain this gray check pattern as an implied transparency.

Can someone perhaps help me further? Thank you very much!