So, I'm thinking that having varying alpha values is available only in true color images, and that provides a reason for keeping these as true color images.
I am not really into these graphics formats, but I can imagine that the palette for historic reasons contains only up to 256 24-bit colors (i.e. RGB without alpha). I guess that with an alpha channel the number of different RGBA combinations in a typical image becomes so large that 256 would almost never be enough, so that no one bothered to define a standard for palette with alpha channel.
I am not really into these graphics formats, but I can imagine that the palette for historic reasons contains only up to 256 24-bit colors (i.e. RGB without alpha). I guess that with an alpha channel the number of different RGBA combinations in a typical image becomes so large that 256 would almost never be enough, so that no one bothered to define a standard for palette with alpha channel.