Upgraded to 9.20 today, problem still exists. In XE5 can't open “Action List editor” in designtime if TsAlphaImageList is assigned to ActionList.Images.
This issue is known and exists in last versions of Embarcadero Studios. Reason of the problem is not known still, something has been changed in the action list editor.
I'm researching it now, but have no idea how to fix it yet.
Temporary, you can define the “Images” property to Nil, before opening of action list editor.