I kinda played with this the other day - in passing, wasn't really my intention... and since it didn't work, I just moved on... lol.
But from what I gathered when it didn't work is this: it's not technically possible. But you could make some tiny, virtually unoticeable adjustments - put a 1x1 pixel dot somewhere on the image - or a 1 pixel wide border. This would create the RBG channels needed, also allowing you to have an alpha channel. The 1 pixel can be considered the "image" that Photoshop wants to see, and everything else should work just fine. Just choose a color that would blend well with whatever you're trying to do - or that at least won't stand out.
Hope that helps... and if you do figure it out, please let me know - that's good info to have!
~Lady Silver