I've actually had this same problem with a unity project before. The problem I had was that everything was set to one layer. So using Bloop as an example. The background, Bloop and his bubble, and the bricks are all part of one layer.
This made it so when I wanted to set one item partially transparent, everything on that layer that touched it became transparent as well.
I fixed it by making sure that the background was a completely different layer and not just set to be behind my object.
Not sure if this will help, but I hope it does!