[Ballbarian]

The cause of the problem is just a theory, but the solution works.
I removed the alpha channel from your image in GIMP and replaced the transparency with pure black RGB(0,0,0). Saved the image and tested it in game. Worked like a charm. I will upload the fixed version to this post.

I believe that if you want to use the transparency (alpha channel), then you have to manually create a darkened shadow for it to appear normally in game. If you remove the alpha channel then the black becomes transparent and the magenta becomes a shadow. You shouldn't have to use pure magenta, as I believe slight variations will work, but I see no reason to gamble or experiment with it.

It is also worth noting that removing the alpha channel reduces the file size considerably. (From 3kb to 2kb.)

Edit:
The image will need cleaned up as there were some pixels around the edges of the unit were not fully transparent and therefore were not turned pure black. Looks like maybe a spray or rounded tool was used to draw. An easy way to fix this would be to fill the pure black background with a lighter color and then user a color replace tool to get rid of the near black around the edges of the unit.

Hope this helped.