I am having this issue as well. 2021 MBP 16", running 12.2.1. I was told by a vendor to update to "the latest version" and that seems to have been when the fun started. So I'm now wondering, reading all these comments, whether there may have been some sort of a regression in 12.2.1.
I can export a sequence in ProRes 4444 on my Intel Mac mini and it renders just fine, exactly as expected. If I try to render the same sequence on my MBP, there is no alpha and I get a black background where it's supposed to be transparent. The kicker (and the one I don't see people mentioning above) --> if I render the file on my Intel machine (where it plays correct), then move it over to my MBP, I get black instead of transparency again.
Anyone else still seeing this?