I don’t know much, hope i can help you!
Basically the gif format to save files has a limited set of colours (256) that can be saved in the gif.
Since you can use only a small range of colours, you can’t have a detailed animation if you use a wide range of colours in your drawing that aren’t in the limited set of colours of the gif.
But that’s another thing, i believe your problem is that since gif doesn’t support alpha channels, you can’t save that transparency when you save your file.
If you want to know exactly why you have that problem you should ask to @eishiya or @BraidAcer since they know more about this topic.
(in case you don’t know what an alpha channel is here’s the definition)
