You have to make the alpha channel an image, which is very easy.
Open the Channels list, and drag the alpha channel to the toolbox,
This will create a new image (which is grayscale):
Save that new image.
Mind: dragging the alpha channel in the first step has the side of effect of de-selecting it, which will cause problems if you want to do further work (it is equivalent to an alpha-lock on the whole image). So make sure to re-select it.
Open the Channels list, and drag the alpha channel to the toolbox,
This will create a new image (which is grayscale):
Save that new image.
Mind: dragging the alpha channel in the first step has the side of effect of de-selecting it, which will cause problems if you want to do further work (it is equivalent to an alpha-lock on the whole image). So make sure to re-select it.