You need to open it in Illustrator and turn off the background layer.
I understand your concern but as Brad mentioned you need to open the image in Illustrator.
Therefore, I have added an image credit to your account so you can license a different image instead.
Apologize for the trouble.
Please feel free to update this thread in case of any additional query.
In addition to your question, you could look for a similar .jpg image that has a solid black background and then when you place it into photoshop use the 'Blend If' sliders on the mist layer and adjust it slightly from the black slider and all the black will disappear leaving you with the mist. You even have more control using the sliders to achieve more or less mist.