I think it could be interesting to add such this remark in the doc:
---
(CreateSprite)
The new sprite created is black. Pixel default contents are:
0, 0, 0 without alpha channel
0, 0, 0, 255 with alpha channel (opaque black)
---
An other way would consist in the add of an option as #PB_Sprite_Transparent which would build a transparent black sprite. Every pixel would be then set to 0, 0, 0, 0.