Every time I need to export from AE with an alpha channel and use it in a Premiere timeline, I always google to make sure Cineform has a usable alpha channel, which I always discover is true. So I always export from After Effects, being sure to use RGB + Alpha in the export settings.

But always when I import the file to Premiere Pro, I've never been able to get the alpha channel to work. What am I doing wrong?

Work with support, as I don't know what step you did wrong.