Ah yes this is a feature of photoshop. See pixels can not have a no color value, photoshop chooses all transparent pixels to be white. Additionally quite surprisingly photoshop saves all files as premutiplied by white, even tough the files themselves inside photoshop are straight.
This does make sense if you assume you use photoshop for you know what it was meant for, printing images, After all over 50% of your price relates to printing functionalituies.
but is there a setting that helps to avoid this to begin with?
No. Adobe does not even intend to do anything about this because its too complex for their main customer base*. In fact they USED to have a way to deal with this but they removed it as too complex for users. This does not mean you can not do something about it inside photoshop. The first order of business is to making the channels straight, on black background and actually use alpha to blend it. Now you can do this ps but its not for the faint hearted, and we just left the world of nice usability (because the files will never ever open back nice into photoshop, you need to reverse the deal).
If you wnat to be proper. What you do save alpha as a channel then use image calculations for each channel to make a raw color channel. Then save this out.** After this you could dialate the color edges masked by alpha but thsta another story (makes filtering better, select inverse alpha and run maximum) Make actions out of theese.
- its true, whenever you add a option all your users who dont need or know of that option become inferior to somebody else. Which is bad for marketing and business tough not bad engineering. Again everything is good for something and bad for other things. Apples success is going to make things even worse for niche users.
** but you lost all the features of ps that you want like color management and such.