I think the problem with the background on the Bulbapedia sprites is that they don't have a background at all, but Paint can't understand that so it fills it in black and screws up the outline. Black being both the default paint colour as well as the colour of the outline.
When I opened the same file that was all black in paint in a different program, Paint.net, it came up just the sprite with an invisible or non existent back.
Just checked it with a few more and it seems to vary from picture to picture. FRLG Giovanni showed up with a black background on paint, but transparent on paint.net. Same with Yellow Version's 'Red' sprite. On the contrary, Vaporeon (silver), Gold (HGSS & Crystal) and a gen 1 'Rocker' all showed up with white backgrounds on paint. Those ones were still transparent on Paint.net however. So I am probably wrong on the "default" thing, but I can't really think of another reason at the moment.
As said before the print screen method does work as well, but you may wish to also try a different program.
