You're using a Lens Distortion node in the Compositor. This doesn't support alpha transparency and makes the background black. Effects like Dispersion work on all pixels to create the color distortions, therefore it needs an opaque image.
Of course you could take the Alpha output of the Render Layers and plug it into the Alpha input on the Composite and Viewer node. But in this case distortions that are exceeding the opaque area of the original image will be cut off.
A workaround would be to plug the Alpha output into another Lens Distortion node with the same settings as the first one. This way the alpha will be distorted in the same way and you can use this on the Alpha inputs of Composite/Viewer nodes.
Just be aware that semi-transparent areas resulting from this will be mixed with a black background. This might make problems with overlaying the image on backgrounds with brighter colors.
Since effects like dispersion are dependent on the image colors, overlaying a different background color than black also results in incorrect results:
This is of course an extreme dispersion. But as you can see, with transparency you first of all have a less colorful dispersion, since it is semi-transparent. The other things is, with a white background added before the dispersion effect, the color would not be blue, but yellow.