If that can help people, here's a small Unity Editor script to automatically pre-multiply alpha at import time:
https://gist.github.com/MrJul/1042aa754 ... a7d7d039c3

It doesn't change the original file, only the imported Unity asset, which is useful since the PNG display stays "correct" in non-Unity editors (Blend, etc).

Thanks for this! We will include it in our documentation!