png images with transparent background don't work in pygame 2.0.0

When I load my png image with transparent background as a sprite image there are very weird background on it. I used Photoshop to draw the image.

Also, there are an error: libpng warning: iCCP: known incorrect sRGB profile

It appears only when I close the pygame window.

I attach my code, png image and screenshot of how does it works below.

import os
import pygame

FPS = 50
WIDTH, HEIGHT = 500, 500

pygame.init()

size = width, height = WIDTH, HEIGHT
screen = pygame.display.set_mode(size)

all_sprites = pygame.sprite.Group()
player_group = pygame.sprite.Group()


def load_image(name, color_key=None):
    fullname = os.path.join('textures', name)
    try:
        image = pygame.image.load(fullname).convert()
    except pygame.error as message:
        print('Cannot load image:', name)
        raise SystemExit(message)

    if color_key is not None:
        if color_key == -1:
            color_key = image.get_at((0, 0))
        image.set_colorkey(color_key)
    else:
        image = image.convert_alpha()
    return image


class Player(pygame.sprite.Sprite):
    def __init__(self, pos_x, pos_y):
        super().__init__(player_group, all_sprites)
        self.image = pygame.transform.scale(load_image('baloon.png', 1), (42, 94))

        self.rect = self.image.get_rect().move(pos_x, pos_y)

    def update(self, *args):
        pass


clock = pygame.time.Clock()
player = Player(200, 200)
running = True
while running:
    for event in pygame.event.get():
        if event.type == pygame.QUIT:
            running = False
    screen.fill(pygame.Color("#AAAAAA"))
    all_sprites.draw(screen)

    all_sprites.update()
    pygame.display.flip()
    clock.tick(FPS)
pygame.quit()

baloon.png

this is how does it seen