Unity version 2017.2
It is not known that unity began to support Google's WEBM format from that version. This format can support video with alpha channel, which is transparent video.
First of all to make transparent video, in AE can be exported with transparent channel video generally AVI and mov can.
But I do not know why the conversion to WEBM will be wrong, this problem I may later solve.
A temporary workaround is to export the sequence frame and then convert the WEBM through FFmpeg.
Ffmpeg-i%d.png-c:v libvpx-metadata:s:v:0 alpha_mode= "1"-auto-alt-ref 0 B.WEBM
The preceding%d.png refers to a sequence-frame picture named after a pure number such as: 1.png,2.png. Then B.WEBM is the exported file.
Then you can import it into unity.
Note the size of the sprite, it is best to put a picture above to look at the size.
Unity plays transparent video new ideas