Can you check you changed your experience background as well as your scene background? One of these 2 might still be a black colored background.
Please also make sure you are using the Player for Windows play mode.
I checked and both backgrounds are set to transparant. Moreover, the experience background is set to transparant and permits interactivity.
However I think I made a mistake by using the player in the composer (big blue button on top) and not the actual player. I will test this immediately.