Answered

In Image 1 you have the output format set as Quicktime ProRes 422. Quicktime ProRes 422 doesn't support alpha channels. That's why its greyed out.
I'm assuming that after you switch the output format to AIFF, you then switch back to a format that does support alpha channels, such as Quicktime ProRes 4444. Perhaps you're using a preset or Output Module to switch back, but I can't tell from your Image 3 because you've cropped that out.
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