I've been experiencing this long-standing issue that I haven't been able to fix. When I render a sprite with alpha transparency over a solid sprite or a surface, it creates a "cut-out" effect, allowing the user to see their desktop through the background.

In GameMaker, application surface is a still surface so all normal rules apply to it - you might do gpu_set_colourwriteenable(1, 1, 1, 0) when you definitely don’t want to deal with alpha, for example