High, me again.
I tried to insert the image (24 bit RGB) as 16 bit (4 bit alpha). This works without exception. The image is then shown with correct alpha mask.
I would like to use 32 bit-mode, because graphics are created in 24 bit and I don't want to loose any quality.

@Lifepower: Did you already find out something ?

EDIT:
The problem gets weird. Now it works. I just tried to add it different times, different settings. Once the image was loaded (by 16 bit - 4 bit Alpha setting), I was able to remove it from VTDb and add it again with 32 bit without problems.