Yep, Nitro got it...

I think what may have happened, is that when you first IMPORT some footage into After Effects, it will/should ask you if you want to interperet the footage as:
Straight (unmatted), Matted (with alpha), OR, Best Guess.

There is ALSO a small option IN YOUR PREFS to ALWAYS use one of those settings, thus, ALWAYS assuming that your footage DOES, or DOES NOT have an alpha, and it will NEVER promt you

When this happens, all of your imported footage from that moment on, is imported with whatever were the last settings you used.

You can change this by going to FILE > PREFERENCES > IMPORT options (I think

Here is an image with the drop-down box that you should look at that has the setting that you should change to "ASK USER"

Hope we helped!