The Saturn transparency issues are mostly due to the Saturn having two video chips, VDP1 and VDP2, that layer on top of one another similar to a Genesis and 32X. One VDP can't do transparency over the other VDP, but at least one of those chips has no problem whatsoever doing transparency over its own graphics.
There were plenty of ways to do it though if the developer put in the effort. The dev stations used for most games back in the day were horrendous though, so most devs just did what they could to put the games out.