This is a known limitation with how the various settings are used to render GIFs. If you use the GIF export settings for transparency or alpha threshold > 0 or alpha dither > 0 then blending won't have any interaction with the GIF's background. You will still get blending where your skeleton's images overlap, but not with the background color.

We may fix this in the future, but it's rather involved to do so. For now try unchecking transparency and set alpha threshold and alpha dither to 0.