Why are you surprised?
InDesign is a layout program effectively supporting everything in the Adobe imaging model, either directly and editable or at least by placement (such a placed PDF).
Photoshop is a very sophisticated image editing program. It can open and rasterize a PDF file on a page by page basis, and it has limited support for vector and text, but it certainly doesn't readily map to InDesign's object features. It is amazing how many designers mistakenly try to coerce with some degree or success but often not, functionality that Photoshop was never designed to routinely handle.
Exactly what are you trying to accomplish? Let this community know and maybe we can point you in a more fruitful direction.
I don't have a link handy but there's a script that will accomplish this. It
pops up from time to time so search the forum for it.
If you are using OSX the AppleScript in this thread creates a matching layered Photoshop file with the layers as either rasters or smart objects. The current version is on post #122:
I think web designers who want to initially design in ID where setting type is easier, then move over to PS for final slicing are finding the script useful—the thread has 90,000 views so someone likes it