How to reproduce:
1. Create a new project
2. Import the FBX object into Unity Editor (It can be created in any 3d application. Its matterial 100% transparent)
3. Upon import, the object will be assigned a Diffuse shader, not a Transparent/Diffuse shader.
Note: object is assigned to Standard shader with Unity 5.0.x

Unity does not take count of opacity value during FBX import.
One should use a texture with a transparent alpha channel in 3d application for the material before import in Unity or one can always change shader use for the material by the Diffuse/Transparent one after import.