Choose MOV in the export panel when you need an alpha channel. For a true transparent export, check that the checkerboard is visible in the preview first. If you see a solid background there, you will get a solid background in the file.
This is the format for compositing: overlays, lower thirds, logo bugs, and layering motion over footage in Premiere, Final Cut, DaVinci Resolve, or CapCut. GIF also keeps transparency and is fine for light web use, but MOV is the better file for editing.