You can't do it with aiUserDataColor, because that shader is RGB, not RGBA.
I suppose you could un-hide aiUserDataRGBA (the user_data_rgba node from Arnold) and use that. To do that, edit mtoa.mtd
You Rock Man. Thank you so much. It works. For those who have same problem, you should edit mtoa.mtd and look for [node user_data_rgba] and make maya.hide BOOL "True" to "False". You can find "Out alpha" output by right click on "aiUserDataRgba" node and "Show all attributes".
I would be a better solution to give us the option to choose between RGB and RGBA mode inside the aiUserDataColor node.