Some images using a color palette (indexed mode) might have multiple colors sharing the same RGB values, but having a different Alpha value. Using GIMP 2.10.34, the "Indexed Palette " (also named “Colormap”) dialog is hard to use in such cases.
it is difficult to set apart those colors (but possible by using the “select all pixels using this color” button)
the “HTML notation” text shows the color as #RRGGBB so the alpha value cannot be known or manipulated.
It would be nice to be able to view/edit the alpha channel value of an indexed color in the “Indexed Palette” dialog.
The indexed mode in Gimp is completely driven by the GIF standard and in GIF there is no partial opacity, there is just one designated colormap index that corresponds to fully transparent pixels. So you can’t have partially transparent colors in the colormap.
So even if you can have partial opacity indexed mode (with a layer mask(*)), you cannot export it as such.
Conversely, if you have an image with a limited set of colors (**), this doesn’t mean it it will be easier to work with in index mode. Quite the contrary.
(*) and good luck with that since you would have to used up a good deal of the color map to have the grayscale values
(**) though usually the colors of anti-aliasing pixels are overlooked. How many colors are reported by Colors > Info > Color cube analysis?
There are two “colors” in the color map, both are black. One is fully transparent 0x000000, the other one fully opaque, 0x000000ff.
I don’t know how the alpha channel is handled in PNGs. It seems to be supported in some way : Palette-Based with Transparency
Anyway the image is correctly imported in Gimp. It’s just not as easy as it could to work with it. As for your advice to not to work with index mode, it might be true for the general case, but not every case ( for instance, I don’t want to save/export, just pick values ) !