Of course. But I noticed that this kind of alpha channel weirdness only happens with A_FadeOut on a somehow. I've included two actors which are just an alpha channeled blob, one fades out, one doesn't (Alpha and AlphaFade). Then I did some more testing, and setting the alpha without using A_FadeOut makes it not bug up.
[Edit]
It seems that those are those render styles again

Setting RenderStyle Translucent and a certain alpha value bugs it up again.