When the PNG background is not transparent, the additive blending will happen with the background color. For a white background, the additive result is white (white is already the brightest color, so any color added to it is still white). To look like it does in the editor, you'd need to use a similar background (usually gray, so when you add colors to it you can see them). This means additive may not be very useful for you when exporting images/video. It's more useful at runtime, where the skeleton is displayed on various backgrounds. Once you write a PNG, those parts of the PNG image are no longer additive because PNG doesn't have that concept.
When the PNG background is transparent, it should not show up as black. We've fixed this now in 4.0.52, however additive blending with a transparent background won't write any pixels where there is only the background underneath (adding colors to a transparent color results in a color that is still transparent). Additive blending may still be useful where the skeleton has other images underneath.