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No-one can answer your question.
Blend modes work by blending two or more layers together. Since you have not shown the inputs - we cannot tell you whether the blended output is working correctly or not.
If the top layer is the light smoke and the layer underneath is black , then that looks correct. Screening an upper layer with black underneath leaves the upper layer color unchanged
Please post a meaningful screenshot (one that includes the pertinent Panels, in this case at least the Layers Panel).
As davescm already pointed out changing the Blend Mode of one Layer without any other visible Layers present is useless.
What Dave said - the mere name of "blending mode" implies that there's always two components involved. Your image only shows one. Attempting to blend it against PS' virtual transparency will do nothing. It doesn't count.