I have tried the following, and the resulting image file, when opened in GIMP, never contains an alpha channel, only R, G and B.
import bpy
image = bpy.data.images.new("Sprite", alpha=True, width=16, height=16)
image.filepath = "//Sprite.png"
image.file_format = 'PNG'
image.save()
Result: no alpha channel in png
import bpy
image = bpy.data.images.new("Sprite", alpha=True, width=16, height=16)
image.colorspace_settings.name = 'sRGB'
image.use_alpha = True
image.alpha_mode = 'STRAIGHT'
image.filepath = "//Sprite.png"
image.file_format = 'PNG'
image.save()
Result: no alpha channel in png file.