Choosing a format like RGBA is not correct. Choosing a format like RGBX (which is identical to RGBA of course as far as OpenGL is concerned) is correct. So no action is probably required as far as I'm concerned.
I think the original problem was with GLX... if I look at the output of glxinfo, all the visuals with visual/dep 24 show colorbuffer/a as 8. And in ex_display_options it seems I cannot create a window when alpha is required to be 0. Most likely that's just a bug in our GLX code and not a limitation in GLX itself, in which case we should fix it. GLX is rather finicky though and as that "new/old" glx code shows being too picky with visuals may end up with Allegro not being able to create Windows at all :/ I always felt we should by default not use our glx visuals selection code and just create a default GLX window (and do the selection if and only if the user has set any display options). Anyway, that's a separate issue.
Also, back in Allegro 4 times 24-bit formats were very stupid (and slow) because of word-alignment issues, but that's just historic - but I think it's the reason we have the RGBX formats.
We also may want window transparency at some point, in which case it will be important to actually have the alpha channel for the back buffer.