Nuke has a good feature that fixes a similar problem which is the “auto alpha” checkbox in the read node that will flood the alpha channel. I don’t think Natron has this and I’ve also seen people get confused by this problem. Including this in the read node and automatically turning it on for images or sequences that have no alpha data whatsoever seems like the best fix to me? At the very least if you don’t want to write a whole thing to detect alpha in the sequence hardcoding a whitelist of formats (DPX & JPEG for example) would be another way to go about adding this. I would also say that as a general rule EXR sequences should probably be excluded from this behavior unless they only contain RGB channels.
Additionally I never liked the name “auto alpha” because what does “automatic alpha” even mean? It’s not automatic, this is actually a thing you always have to check on manually if you want to use it. “Flood alpha” seems like a much better name to me. It’s also not automatically turned on in the way I’ve suggested above.