Hi... IDK is this my fault? Some kind of bug? I don't think so but gotta try reinstal... Nope... Still same.
Anyway... Let me show you what's wrong: https://youtu.be/Nf468X_pz7U

What can i do? Or when should i expect that feature?

Hi, I was looking for a similar issue, I duplicate a layer and convert it in transparency mask, all works and save it, but like you it doesn´t have their animation frames, all is blank in the mask; did you solve this problem or know something more?

I've just tried this with version 4.2.2 and 4.2.3 on Windows 10 and on Linux and I had no problems saving and reopening an animated transparency mask animation, even if the parent layer wasn't animated it still worked well.
What Operating System and which version of krita are you using?