The color in the first image is comes from the background color as seen through the tansparent color of the objects. The objects themselves don't reflect any light. If you set the background color to black, the objects would also appear black.
In the second case, you're also seeing the background as seen through the transparency of the object. However, since transparency is expressed in an alpha channel, there is no color to it. Alpha channels are grey scale only and do not contain any RGB information. Since the objects reflect no color either, the result is a black and white image.
Within the restriction of grey scale alpha channels, there is no immediate solution to what you're trying. If you add a coloured surface reflection to the objects, you will get alpha transparency and a color surface, but the result will not be the same as in the first case.