How to export to Open EXR with alpha chanel without being premultiplied

OK, I have the correct answer for you, courtesy friends at Adobe.

Quit AE and edit the Prefs file called something like Adobe After Effects 17.7 Prefs-indep-general.txt. In the ["Misc Section"] you want to have this:

"Allow writing straight alpha into EXR" = 01

You may already have it there, with the value set to 00.

You can also run a script like this:

var section = "Misc Section";
var pref = "Allow writing straight alpha into EXR";
var type = PREFType.PREF_Type_MACHINE_INDEPENDENT;

if(app.preferences.havePref(section, pref, type))
{
	if(app.preferences.getPrefAsBool(section, pref, type))
	{
		alert("EXR straight alpha pref already set to TRUE.");
	}
	else
	{
		alert("EXR straight alpha pref was set to FALSE. Setting to TRUE.");
		
		app.preferences.savePrefAsBool(section, pref, true, type);
	}
}
else
{
	alert("EXR straight alpha pref not set. Setting to TRUE.");
	
	app.preferences.savePrefAsBool(section, pref, true, type);
}