After looking at it a little more carefully I realized that the so called alpha sequence is different to the main sequence in that the cloud area is plain white. So this a kind of alpha channel, but it's not useable. I've taken it into After Effects and normally one would use a normal black and white image above the main image and select "track matte". But because the area that's supposed to be matted out is not black, it doesn't work properly.
I got a little confused in the first post because I did a test render with Enable primary turned off, then hit A to see the alpha, and saw a proper black and white image and thought that this represented a different behavior. Now I realize that with Enable primary turned on the single frame alpha is the same as the sequence alpha. But it's still unusable in After Effects, as far as I can see.
Okay, so this is not terrible. I'll just run the animation twice, once with and once without the primary atmosphere. So I guess I'm asking for a new feature. Turn off the primary atmosphere option for the alpha output. I realize this may not be easy for you to set up, but I thought I'd ask anyway!