SARYLOFF wroteDo you mean to export a sequence to PNG
No, I mean to export an APNG. The APNG format is a animated PNG, like GIF except it can have alpha (and millions of colors while GIF can only have up to 256).
A GIF cannot have translucency, only fully opaque or fully transparent pixels. This is not a limitation of Spine, it is a limitation of GIF. There is no way to make a GIF like you want with any software. You need to accept the dots (Spine 4.0 provides multiple options for how the dots look), or render using a background color, or use a different format.