Technically, the difference is about 24 bit for each pixel.
8bpp images have a 256 colour palette RGB colours (no transparency), and then 8 bit for each pixel to indicate which colour from the palette to use.
RGBA images use 32 bit to specify each pixel fully in RGB + transparency.
As for how MsPaint makes a mess of things, don't ask me, I really wouldn't know. I don't have a Windows computer.
However, I can give you a good strategy to solve your problem.
Pick a program to do a task. As long as you are happy with the program, keep using it. As soon as you start to feel less happy about it, it's time to look around for alternative solutions. Try other programs to see if you like them better. As soon as you found one, ditch the old one, and pick the new one. Repeat. (that is, along as you are happy with ....)
Being a retired OpenTTD developer does not mean I know what I am doing.