jecowa - One of the main reasons why I prefer mayday to tilesets like phoebus or obsidian is that mayday's is very bright and colorful compared to most others, on account of the highlight. Other sets just seem to be dim, dark, gloomy, and headache-inducing.
It stands to reason that, if the tileset is highlighted, the creature graphics should be too. Having a black background on creature tiles makes them seem wrong, jarringly so as you say. It doesn't do much good to compare it with a tileset that isn't highlighted, because a black background doesn't stand out nearly as much with those - it iis much more distracting with a set like mayday's.
The objective, it seems to me, is to have it as immersive as possible. Ideal would be if the tranparency actually worked in-game, so the background was whatever tile the creature was standing on, but the next best thing is for it to blend as much as possible with the background. Black doesn't blend at all. The clarity of a given tile is more important to the artist or compiler than to players
I'd suggest taking a selection of creature tiles that cover a wide range of sizes and colors, and combining them on a single image, then experimenting with background colors and alphas see if there's a combination that allows them to blend in yet sacrifices nothing. I doubt there's one combination that serves every tile equally, but that's not to say the existing ones are the best possible choices.
I have noticed with my own, personal game modding and tweaking that there is not much consistency as far as the background colors go, and it's hard to tell whether any of them were chosen deliberately or whether they're just whatever color the artist happened to click on.