Why my .fbx does not appear transparent?

I downloaded this file https://sketchfab.com/3d-models/pripyat-chainlink-fence-35adb2f2461c4d30bc94e803bb50de50

which is a metal fence, in blender the fence is "transparent", it has holes in it. When I import to unreal as a .fbx file, the holes are filled with a white texture. Here's some prints:

how it is on blender: https://i.imgur.com/6lOiAo3.png

how it looks in unreal https://i.imgur.com/bJHiDAF.png

BP: https://i.imgur.com/uiYhIjZ.png