As I cannot set the alpha channel in any constructor of the QColor class
As SixDegrees already stated, your assertion is false!
See this constructor:
http://doc.qt.nokia.com/latest/qcolor.html#QColor-2

Looks like I ought to file a Qt bug.
Why a bug?
A bug is when something is not working as it should.
Even if you were correct with your statement, and you could not set the alpha channel in a QColor ctror, it would still not be a bug, at worst, a missing feature.