No, there is currently no way to do that.
Even an action couldn't do it, since it would not know the number of pages in the PDF, nor be able to loop.
A script might be able to do it.
Guess what, you said script and I decided to do a search to see if I could fine one, and they built one right into CS5 and above. It's in the script panel in the File menu and its called "Load Files into Stacks"!!
If you didn't say a script, I never would have looked
So, there it is!
I don't think that one does multipage PDF into layers, though.
It's designed to take different files and load them into layers of a single document.
It's a two-step process. Step one uses Acrobat. Step two Photoshop.
This involves getting your multi-page pdf split into individual pdfs. If your pdf is 10 pages, then you need to break it up into 10 pdfs.
Here's the break down of steps for Acrobat DC directly from Adobe's website.
Scroll down to the section header, "Split PDFs into multiple documents".
The link has detailed directions. Basically it's going to Tools > Organize Pages > Split.
In the "Split" toolbar, you need to set the "Split By:" "Number of Pages": X Pages. In this case the number of pages will always be "1". You want each pdf to be its own file.
Go to Photoshop. This is for Photoshop CS 2015. (I'm not sure if it's the same for other versions.)
File > Scripts > Load Files into Stack...
Select your files.
It will then take all your pdfs and place each pdf onto its own layer in Photoshop. The Photoshop layer will be the named with the pdf name.