Sorry, I forgot to add the version I am using. It's 10.96.
I was just creating the project to share and after adding the Motion Effect on it, it removed the black background and it turned transparent. I didn't use any effect besides the Green Screen Effect in my original project, my intention was not to move the sequence around the screen, so it was a bit misleading. But that actually solved the issue, which is very odd, but good haha.
Well, I won't be sharing the project here now as it is just solved. The way is to add the Motion, Position or Scale effect on the sequence and not changing anything on that. In any case, this is a wonderful feature, for organization and ease of work!
Thanks for the help!