This is a limitation of the technique -- because your sprite has alpha it interferes with the alpha map you're trying to create.
Anybody know a way to work around this with clever blending or some stencil buffer usage..? I haven't looked too much into the problem; sadly this makes the technique not all that practical for lighting.
EDIT: One solution I proposed to this in this tutorial
is to "bake" your game to a texture. i.e. Your whole game is rendered as per usual, however it's rendered to an Image rather than to the screen. Then, once your game is rendered, you apply the lighting effect to the image, i.e. as a "post-process," and render the processed image to the screen.