Sort of need to say what you're rendering with 🙂
If you're using Arnold, that's a bug. Arnold always renders opaque PNGs. To get a transparent background you need to render to TIFF or EXR or some other format and then convert manually. It makes rendering simple transparent sprites and icons way more annoying than it should be.
Note that if you're using transmission on that bottle, you're not going to get real transparency there no matter what you do, since transmission can't be done with simple alpha. If you want transparency there, be sure to only use opacity, not transmission. For the specular to work properly you'll need a premultiplied format (TIFF will work, make sure "unpremult alpha" is turned off in render options) and it'll only work in software that understands premultiplied alpha. It's definitely possible to support it in games, I don't know about Unity specifically though.
