It's because they are saved as .jpg's if you want the background to be transparent you have to save the image as a .png. The problem with that is, .png files are too big and HFBoards doesn't allow you to use them. So to have a transparent background, you have to match the background grey colour of HFBoards and fill your background with that grey colour and save it as a .jpg.
Thanks Brick, didn't know the pngs I kept giving them weren't able to be used, should have tested it myself I guess.
I'll play around and see what looks best. It's been awhile since I've done any of this.