Hmm I see, those sprites are exported directly from magicavoxel so that's how the software handles it. I don't recall hearing problems from developers about it, so I'm sure there are some workaround.
I'm no Unity 2D dev, so I cannot help you with that. Have you tried to take a look at the sprite tools in Unity, it seems to have a lot of things that might be helpful : https://docs.unity3d.com/Manual/Sprites.html
I'll still try to look deeper into it, I'll let you know if I find anything.