I spent a while recently trying to set some pixels transparent in PDN, with no success until I realised the alpha blending toolbar option was turned on (I guess this is a new feature as I had no problem setting pixels transparent before). With this on, drawing using a 100% transparent colour has no effect whatsoever.
I'm not sure of exactly the best way to do this, but perhaps the GUI could in some way indicate to the user that painting with a transparent colour with alpha blending turned on is pointless.
Mark