A transparency layer would be great for the background allowing shapes to be used in conjunction with other images.
You can currently export a PNG with a transparent background.
Export as vector graphic with transparent background would be perfect...
That would be really really useful for exporting recordings
When you export your image, if you select PNG, it will ask you if you want a standard or transparent PNG. If you select Transparent, it will export an image of your shape but will not include the art board (whatever color that may be). This allows you to use your image in other apps without a background. Is that what you're seeking to do?