ProRes 422 doesn't support alpha channels. There is no transparent background in that clip. You'll need to ask your colleague to output it in ProRes 444, I think.
Roundtrip to Motion or directly importing a Motion project has never been supported in FCP X. It's lame but that's not a .2 change.
The "official" way to get your motion project to FCP X right now would be to create it as an FCP X generator in Motion and publish it. I'm not sure how you share those published Motion templates as I haven't really gotten into Motion 5 much. This should preserve the transparency.
I hope they add better Motion integration with the old "Send to Motion" feature soon.