Suddenly today I encountered to the same problem in my own application.
The controls use either ImageList_Draw or ImageList_DrawEx API function to draw an imagelist image on their device context. The controls that using the second API, have problem with image transparency.
ImageList_DrawEx API as one of its parameters needs the background color, and imagelist provides a value for this parameter by BkColor property. To have a transparent image, the BkColor property must be clNone.
To resolve the problem in SysImageList, I changed the default value of BkColor property to clNone.
The update is available to download.