Maple leaves is working, for some reason instead of a sprite its an effect.. I don't know why.
Sprites already support per-pixel alpha.Dynamic alpha channel maybe?
My guess is they wanted the appearance to be consistent regardless of what the character was doing. Some actions have 9 frames and some have 3 (or even 1, as in sleep/stone curse); and while most animated headgears can get away with having varying numbers of frames or being frozen in place, doing so with falling maple leaves would have resulted in a very strange look.