The shader is not being included into builds, at least not the transparent version it seems.
Sometimes this can be caused by the default Quality settings located at File > Build Settings > Player Settings > Quality and then adjusting the quality level as needed. This is typically something that effects building for mobile platforms though.
You can also force Unity to include the specific shader (or shader varient) that uses transparency. In you case the simplest way to do this would be as follows.
- load the avatar with the transparent accessory in Editor (via our Avatar Loader window)
- With the scene open go to the Project Settings > Graphics tab
- Scroll down to where you see shader loading and beneath that you should see “Currently Tracked:” shaders and a button “Save to Asset”.
- Click the Save to Asset button and choose somewhere to store it. Then be sure to add it to the “Preloaded Shaders” list just above the button.
- Rebuild and the transparency should be fixed.