rxmarcus - I noticed that as well, or in my case the Sprite Defuse shader because I want my sprite to be effected by light; however, I then notice a new oddity in the overlapping sprite parts as seen in the screenshot below (particularly the knee area). Going to continue playing with some different export settings, image compressions, and shader options and see if I can figure something out. Will report back if i do.
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Alright I believe I found the culprit. By default the texture type on the image atlas is set to Sprite (2D & UI). If you set that to Texture then it removes the alpha noise experienced from my first screen grab and allows me to use the Skeleton and Skeleton Lit shaders. No overlapping alpha issues either. So far so good. Hope that helps!

Annnnnd just found this note in the runtime Github notes. DOH :doh:
"Unity 4.3+'s 2D project defaults cause atlas images added to the project to be imported with the Texture Type "Sprite", which may cause artifacts when using Spine's Skeleton shader. To avoid these artifacts, make sure the Texture Type is set to "Texture"."