If you use a transparent background on an image and let Xara decide how to handle the file type, it defaults to mimicking whatever background the image is in front of. In other words, it doesn't have a transparent background (Alpha channel).

In a web environment, where backgrounds are often stretched to fit different criterion, this causes problems (first image). To further prove the point, I placed the last image on the default white page and told the nebula image to stretch behind it. Xara mimicked the white background because that's what is immediately behind the image.

It works fine on none stretched or plain colour backgrounds. Just not stretched or responsive ones.