Why does Sprite Creator make sprites without alpha channel?

I am trying to create a few placeholder sprites in Unity using SpriteCreator. The Problem I have now is that it creates the sprites, with a (white?) or no alpha channel.

I'm not sure exactly what it is. In some views you can see that Unity recognizes what the sprite is meant to look like (for example in the inspector next to the sprite name it displays a triangle without the background and recognizes the alpha).
In other situations it doesn't work, Unity doesn't recognize the white outside as alpha and e.g. a triangle gets displayed as a white square.
In the Sprite Editor if you click on the symbol to display or not display the alpha channel nothing happens.
In game the objects get displayed correctly, however when used in the UI they get displayed as a square.
How can I fix this now? I've added some Pictures for better understanding.

Thanks Josh

EDIT:

I found out now that this problem only occurs in the UI Image Settings because the sprites alpha and image get separated in that menu. Does anyone one know where I can separately select the alpha channel for the UI element then or how I can fix this?